Most of what you need is imagination. You can decorate and color it any way you like. You will have to pot a hole in the front for them to enter, and then decide if you want to mount it on a pole or hang it on a surface (tree or wall). Here's a few links with some great pics to give you ideas.
These amish ones took the front of the mailbox off and fitted a wooden door with circular opening in it's place.
Interesting safety info on this one
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I honestly don't think the painting or the coating will help much, the best thing might be to line the box (which is why the other birdhouses have the front taken off and replaced with wood. Line the inside of the box somehow (paper, sticky vinyl or cloth) and clean it out each year.
For the heat, make sure they are put in an all shade area.
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