i wanted to make a setting to play around with, not to set a stone in (which is what it's usually for :)) but the technique is the same. This would make a setting for a large square gemstone. (there are a couple of different ways to make settings, including the easiest/most accurate which is using a 'setting block'..but they're a little bit pricey if you're just experimenting)
Start with a 1mm thick strip of metal which is as wide as the height you want your setting to be (mine is 10mm wide )
Can you see the markings on the surface? this maps out the length of the sides (14mm) with a bit of a gap between each (approx 1.5mm)
Score the middle of the markings using a jeweller's saw then take a square needle file & remove a deep V in the plate (this will help it fold neatly at right-angles)
Use pliers to grip the plate near the V shaped groove & bend it 90 deg
the last join is a bit tricky but i needed to run a saw blade through it a few times before it joined neatly.
Use binding wire to hold the piece tightly together & then solder the setting on the 4 corners using hard solder.
Volia! messy but on its way to being something..maybe - or maybe just the thing i needed to do to get back into the swing :)