Use a piece of 1/4" plywood for the back and some 1x1 or 1x2 boards to make a square frame and then add your plywood to the back. You can make or mount a frame on the front if your using it in the house. I used to paint the inside of the box black to show off the contents better.
Like making a wooden box with no top, just attach a frame. Figure out size you need and watch the you tube videos on making shadow boxes. Have fun.
Hi Susan, hope this video helps you
You can make one using an old frame https://www.myrepurposedlife.com/easy-shadow-box/