So how can you set this up. The first thing you will need is a retailer product feed, on Commission Factory approximately 80% of retailers have one. A product feed is essentially an export of the online retailer's product database (much like a giant excel spreadsheet). It allows you to populate your site with the retailer's product data, like, images, links, pricing etc. Best of all it keeps synced with the advertisers website, when they make a change like remove a product or change a price so will your site.
Ok, so once you know an advertiser has a feed available, you will need software to setup, organise and display the products on your new shopfront.
If you are running Wordpress, you will glad to know there are plugins available that do all this for you. For example Melbourne Girl uses Datafeedr. You can access Datafeedr from the Tools area in your Commission Factory affiliate account. Additionally WP All Import can be used, again available from the same area of the Commission Factory dashboard. If you don't have a Commission Factory affiliate account - sign-up, it's free and only takes a few seconds (sorry for the blatant plug).
If you are running outside of Wordpress you are unfortunately going to have do the legwork with development.
As an affiliate or publisher you should always be looking at ways to increase revenue but also the value you provide to your audience. Correctly executed an affiliate storefront ticks these boxes and can support other marketing efforts without diluting value you can provide to advertisers or your audience.