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You can purchase cat trees but they are often too small and overpriced. You can construct a nice sized cat tree complete with scratching posts and spaces for the cats to hide in easily and inexpensively with PVC pipe, some plywood and some old carpet.
You need four 5-foot-long pieces of 1-inch diameter PVC pipe; four pieces of plywood that can be cut to whatever size you prefer, but that should not be smaller than 3 feet by 3 feet; two or three 6-foot lengths of 1-inch-by-2-inch boards; some short haired carpet; glue; a drill and screws; a jig saw; a carpenter's knife and some rope.
First you need to build the base. Glue the pieces of plywood together with wood glue. Since it is such a large surface you may want to use a paint brush or roller to apply glue evenly across the entire surface. Drive a few screws in at the corners and center for extra strength. Build a lip by cutting lengths of 1-inch-by-2-inch board to fit the perimeter of the plywood. Glue them down around the plywood. The next step is to build some play spaces for the cats. Cut four sections of plywood that are about 1.5 feet by 3 feet. Cut a final section of plywood that is a 1.5-foot square. Cut two 6-inch diameter holes into each section of plywood and one in the center of the square piece. The holes can be cut by drawing them on the plywood with a compass, using a drill to make a starter hole and then using a jig saw to cut them out. Attach all of the pieces using screws and L brackets to form a 1.5-foot-by-3-foot box with nine 6-inch diameter entry ways. Cover the entire box with carpet and staple the carpet down. Use a knife to make several wedge cuts in the carpet where the holes are. Cut from the center to the edge like a pie. Put some glue on the backside of the cut pieces of carpet, fold them inside the hole and stick them to the back walls of the box. Staple them down once the glue has dried. Cover the base in carpet and attach the box to the center of the base with screws from the bottom. Wrap the four 5-foot pieces of PVC pipe in rope. Assemble them like a tepee structure over the box on the base with their bottom ends flush against the corners of the base. Screw the pipes down at the bottom and screw them together at the top.