The stuff I've seen is copper sheet, brazed to either copper coated
steel welding rod or brazing rod. Shapes can be either flame cut, plasma
cut, or mechanical cut. Copper will get all sorts of wonderful colors
from the heat.
I've also seen it done in steel. you get some nice colors but the raw
steel rusts quickly. I've also seen things done in tin plated steel,
fancy designs, no colors.
All copper prices are brutal these days but a roofing contractor
supplier might be your best best for moderate prices. You could get a
12"x 10' piece to start with.
If you are looking for bright colors, they may have used jewelry enamel.
This is a powder that melts at moderate temps, really hard bond, huge
array of colors or blend your own. Normally done is a small kiln,
suspect it would work well to just sprinkle it on, hit the opposite side
with the O/A torch. Typical supplier
http://www.thompsonenamel.com/
I'd suggest getting either a larger container of one color like red or
yellow or a sample kit.
Have fun.