For my project I decided to use one of my old curtains, because I have lots of them and the only way to put them to use is to change them somehow. But if you decide on a pre-made one, you can find them for prices as low as 5 bucks. So, for the first step you will need the empty bobbin and some elastic thread. You can find such thread in practically every store which has a sewing section. You'll need to gently wrap the elastic thread around the bobbin. Make sure you're not stretching it while you do it.
Once the empty bobbin is filled with the elastic thread, you should put it inside its casing and place it into the sewing machine.
In the top of the machine you will need to use the regular thread. Set the stitch length for the longest straight stitch you will have to make. Then you can start sewing.
While you're sewing your shirred window curtain, you should make sure you have the right side up at all times, because sometimes errors happen. You should also sew forward and backward a little at each beggining and end of a row, because otherwise when you cut the thread at the end of a row, the elastic thread will start going back through the curtain, and nobody wants that.
You should have in mind that the more rows you make, the more fabric will gather and it will be difficult to sew everything evenly. This is why while I sew I used one hand on each side of the curtain to smooth these gatherings of the fabric, so the sewing goes easier.
It depends entirely on you and on the size of your window how many rows there will be. I usually like to make a few rows and then match the whole thing to the window to see how it's going. And this is practically it. Once you make the desireable number of rows, all you have to do is put on the curtains and enjoy the results!