Corflute is corrugated plastic (you ever see the signs at like, local footy grounds and such? That's most likely corflute)
This is a how to that I found really useful
If you can't find corflute, you can try Lino (Go-lo sells cheap Lino!) as they do a fairly similar job, the lino is a little harder to manage, I found it best to install in pieces, ie all the corner pieces are seperate, then the side pieces then the pieces that make the floor up, stuck together with packing tape to prevent slippage)
Oh and something else to remember...
Start off simple!
Go for your basic cage, then work on updating it when you feel more comfortable using grids, connectors, cable-ties and lino/corflute. Always a good idea to buy more cable-ties that necessary, because they really are useful little buggers.
Oh and (third edit!) measure twice cut once! (old saying, but it really is important), practice scoring and folding on scrap pieces of lino/corflute, you don't want to try it for the first time on the big piece.