They are made from 4'x8'x12"-18" blocks of styrofoam, sometimes 2 glued together to get the thickness, rough shaped with an electric chainsaw, and finally smoothed out with a wire brush.
Too cover them I use burlap. To apply I use either spray-on glue or wallpaper paste. Some animals we have like the muskox, leopard, and our club's mascot, BigFoot, are actually covered with fake fur from a fabric store. These I use spray-on glue.
After the animal is dried, I just use flat latex paint from a locl hardware store.
Fun to make and more fun to shoot!