I use these 1 cm plastic sheets, not 100% sure what plastic is it, all I know is glue or acetone doesn't melt it, but it's plastic alright. It's quite hard to cut, not impossible, but cutting a piece takes a couple of minutes, when you make complicated shapes, that takes forever to cut right. I also use plasticard available in all model(train) shops, just have to ask for plasticard (aka plastic sheets, usually A4 format))
In short, I looked up all Dark kin building and terrain (GW has made a few pieces, the 6th edition boxes also featured DE terrain), that combined with artwork pieces gives you a good idea on the whole aesthetic of the dark eldar. Note that DE are just craftworld aesthetic with points, it's really not far off, the main structure of a dark eldar city and a craftworld city aren't that far off.
Then it's all about designing, working out scales and just cutting plastic to glue it all together.
I make paper base designs for certain parts, in case I'll re use them.
I don't know if you're on Facebook, that's where I'm mostly active, that's also where I publish what I'm doing in more details.
https://www.facebook.com/DarkMoonKabal/
Been painting that 2 X2 , shouldn't take too long to finish, it's mostly done.
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The Dark Moon Kabal
The Biggest Kabal ever, be sure to check it out if you haven't, old and new units.
The Biggest Dark Eldar Apocalypse force you'll find on the net.
My Eldar Facebook Page, feel free to join. All Eldar factions allowed!