I'm in the process of making one. I'm taking a month to do it so that each step can fully cure and off-gas. Here's what I've done...
1. Since I didn't want it to be a permanent thing, I sprayed the foam on to some foil over a sheet of glass the same size as my back wall. It took 4 cans of foam to cover the surface and give me some depth to work with. I let this cure for about 48 hours.
2. I took a hand saw and started to cut and shape the surface of the foam. You don't need to use a hand saw, but a serrated blade works 50 times better than a straight blade. I let this cure for another 48 hours as I had been exposing more uncured foam. After 48 hours I removed the glass back support.
3. Here is where I figured out that if I paint this foam, I'd waste 30 gallons of paint trying to fill in all if the bubbles and cracks and etc. So, I used a putty knife and some drywall putty to cover the foam and give the structure some strength. I put on two coats giving each one 24 hours to dry.
4. Then I used a water based bathroom paint that is high humidity tolerant. I got them to tint it as dark as they could. It turned out grey but it still looks good. I have put about 3 coats on up to this point. I've given each coat 48 hours to cure.
5. Now, I'm not at this stage yet but here's what I plan to do... I will take some brown, black and a darker grey and accent some of the areas to give the appearance of depth and reality. I guess I'll give this paint 24-48 hours to cure as well.
6. I will then use some sort of water based sealant to seal the whole thing. Giving this maybe a week to cure in the enclosure without the animal in there.
Here is a picture of what I've got so far. I'm only at step 4 though...