This is pretty simple to create. If you are hanging it on the inside of your patio and do not have to worry about wind you would not even have to glue it if you are using the Styrofoam wreaths. If you are hanging it outside I would definitely use glue.
You can purchase multi colors of umbrellas or single colors for the different holidays. I am making mine red white and blue for the 4th of July.
The picture makes it very easy to understand how it is done.