First you have to draw your stencil and trace it to a piece of felt. This is fairly easy to do using a print out, or paper with your own drawing, holding it up to the window with white felt over it. The felt is fairly see through and you can easily trace it. I would trace your pattern with pernament marker to prevent bleeding. Just make sure your pattern will fit completely around the roller, with no excess.
Making the roller: here's the most important thing: Save the roller you used to paint the room your base color, and let it dry. When dry glue your pattern to the roller. I used a hot glue gun. The dry roller stays compacted and will pick up very little paint, allowing the fresh felt to absorb the paint instead.