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Make a plan, make a box, stain/finish the box exterior, cut out the box interior pieces, glue them together, glue velvet cloth to the pieces, glue the cloth to the inside of the box's bottom/top/sides, then glue the upholstered pieces into the box.
Let the completed box dry at least 24hrs, so that the adhesive's corrosive gas has time to evaporate before placing the gun/accessories in the box.