Here's a good tutorial: https://www.instructables.com/id/How-to-make-a-Nativity-Stable/
I would suggest using pallet wood. Build similar to a box that is turned on it's side. Imperfection makes it more realistic to me.
Another idea is to take a large plastic bin with straight sides, and tip it on one side, then cover with burlap fabric. (spray adhesive or stapler)
The back of the manger (the bottom of the bin) will be sturdy enough to make a hole in and support a light, or string lights, and will be opaque enough to hide the extension cord.
Here's a simple one: https://www.youtube.com/watch?v=xR_yx9UtbvU