As described in this project log, cut the plywood using a router, scroll saw or whatever tool you like. You can make it whatever shape you want to match the instrument you're learning. Remember to make a recessed area for the illumination as described in this project log.
If you're going to make a remote keyboard like I did, the wooden details can be found in this project log.
Get yourself a Teensy3.2 and matching audio adapter. It will make this job very easy. Then get an ATmega328P, or two if you're building a remote. Load them up with the corresponding code found in the files section of this project, or the git.
If you are not making a harmonica just like mine you'll probably want to modify the code a bit to match the frequency range of your instrument.
You'll also need a set of wav files containing audio samples for each note. The ones I made really don't sound very good, but if anyone wants them I'll upload them. Put them on an SD card that goes in the audio adapter.
Assemble electronics -
I used a lot of wire to connect all the LEDs and such. Most of it is thin solid wire extracted from cat-5 cable. The really thin stuff that the LEDs are soldered directly to is magnet wire unwound from a small motor.
Put the pieces together, decorate and enjoy
It can be a big job to make things look nice, but the resulting product will be something you're proud of and you'll be less likely to toss it in the olde projects pile to be scavenged for parts later. There are things I could have done better on this project and places I could have been more careful, but I'm happy with the result and I'll proudly set it up in front of the classroom when it's time to learn harmonica. I sincerely hope it makes learning more enjoyable and easier for the kids. And I hope that this project page will provide some useful ideas or inspiration to another maker out there.