There are several ways to do this. Cost varies, so spend 20 minutes and google each to get a guesstimate as to cost. Also, ease of use, which you might get a handle on intuitively, if not in practice, will vary:
Window screen is available the same place they sell ropes and cables at your large box stores;
Plaster cloth to cover the screen material. Go to medical supplies etailers to order several tens of feet of the stuff in a roll;
Sculptamold can be acquired through Walthers or maybe even modeltrainstuff;
You can mix a slurry of 3 parts Plaster of Paris, one part Portland Cement, 4 parts fine vermiculite, plus some powdered masonry dye (all found at your hardware store, big box, building supplies, etc.) Maybe not the vermiculite, but your local plant nursery place may have some bags, or order some.
Back to the window screen. You'll want scissors, patience, hot glue and a gun. Carefully measure, and begin to hot glue it to something that can stand the heat. If the foam can't, maybe use PL300. You shouldn't use large gobs of it, just a thin layer that the screen can embed itself into, and you might need push pins to hold it in the foam until the PL300 sets up, at least 12 hours.