Hello! I have a web link for a website that tells you how to make the jump wings out of timber - it is a dog agility website but if you scale things up a bit then they'd turn into horse jumps! Simple jump wings
Have fun and make sure you stay safe when using homemade jumps!
P.S. For jump cups (to hold the poles to the wings), I would personally buy them as I think it will be hard and fiddly to make some that are strong enough to support the weight. For poles, you can use any wooden poles - make sure they don't have any splintery bits on them - it will save you getting lots of splinters in you and your pony! Make sure the poles are long enough so that your pony doesn't run out at the skinny width of the fence.
P.P.S. You can paint your jumps and poles to make them more interesting if you want! :)