It is very simple to set it up. I bought wrapping paper from a hobby shop that is called "Panduro", even though you can get wrapping paper from a book store too, and I cut out pieces big enough to cover my desk and the wall. I taped the edges of the paper to my desk, where I have my set up, and I was done!
Make sure you get it tight, and try to avoid to get air under the wrapping paper. It can end up a little bit "bulky" like it did with me at some spots.
