For the windows sills (top and bottom) I'm thinking about cutting them out of flat .040" sheet with the curve. For the rest of the molding, if you use .020" sheet, it's flexible enough to probably bend it without heat and use some inside backing. In fact, if you laminate two (or more) sheets together around a mold, they will maintain that shape, just like laminating skis or a toboggan. I'll have to make a mold of the curve and the rest should be easy...;-)
Actually, I have much more apprehension in carving the figures than building the structure.