You can make the props out of any thing you wish. Simply start by creating props to fit the theme you wnat the game to have. Forexample if you wnat to have a military theme like I have done then evey thing you make is someting like you would find in a military setting. Keep in mind these are small scale models so don't make them too big. Below are the props that I have made for my game. You can use them as a starting point for your game if you want.
When it comes time to paint the props you can use an air brush like I did or you can just use a paint brush. Use whatever ever way works best for you. When you chose a paint chose an acurlic paint. Do not use oil paints because they will take forever to dry.
Building corner
Hillside with wooden spikes
Bunker side 1
Bunker side 2
Bunker side 3
Styrofoam is a great material to use when building your props. It is easily carved, light weight,easy to find, and easy to paint.
Sandbag
To make a sand bag like the one above you will need the following.
Start by cutting the fabric to the with you want the bags to be. Then sew the strips together making a long tube. Measure and cut the tube so you will have several small tubes. These will become your sand bags. Now sew one end of the tubes shut making a pocket to put the sand in. Fill them with sand leaving enough room at the to so you will be able to fold the top over and sew them shut. Finish by folding the tops down and and sewing the bags shut. Now can paint them any way you want or you could use colored fabric in stead of painting them.