Elbows you will normally find at the autoparts store (autozone, etc), the roof flashing will be hardware store ( lowes, etc).
As for building it I have a 04 grand prix and all I did was use the 3" PVC and the spectra filter that was on a previous topic - I didnt need to cut the brace and it took me 15 minutes. For full instructions they have a how to process at the beginning and I learn the process of the FWI by just reading the thread from top to bottem.