So, if you want to a make a 6-sided box about 4 in. Next, I must admit that the tools and techniques for working with it aren't very obvious. If you try to cut up a slab of copper-clad with a saw, you'll probably dull the blade pretty fast. But heavy shears or tin-snips do quite well. However, you may not need one of those.
Thermal approaches are also valuable.
Of course, before you peel off an area of foil, you need to cut with a good knife or saw to define the edges. You can put little dabs of solder along a seam to make a mechanically strong joint. It's possible, but a lot of work is required. Inherently, these boxes give you good electrostatic shielding, which is an added bonus. If you need shielding from magnetic flux, add some iron, or push the offending transformer far away.