It looks like the main materials is the rock base and the wire tree, you would need at least one pair of plyers and wire cutters to start with, I would suggest you practice on a bigger bonsai whilst you get the hang of using the tools before you go mini, try checking youtube for videos on making them?
Ha ha, thanks for the advice. I know the materials actually, but sadly, there's really not a lot in the way of instructional videos. If you search "wire bonsai" you get very different things. I'll just have to mess around with my wires and see what I can come up with.