First I chalk on the pattern and cut out the pieces. it's a modified version of one I found on dA.
Sew the pieces together and Huzzah
I pin on parts (ears, wings, tail) to position them, you can attach them with bot glue or stitching, I prefer doing both
Well here's the tricky bit, the mane. There's no pattern for manessince they're all different. This pony has Celestia type flowy mane, which doesn't not translate well into 3 Dimension. You'd end up with a large sort of chunk
^Bad attempt
^decreased the mane volume and made a small collar necklace
^Added eyes on, sharpie the mane since I didn't have the right colour material
As a bonus
@Techno Universal