Mark out parallel lines for your foundation. Make it 6" wider than your wall will be (so 18" if the wall will be a foot thick).
Dig a trench for the foundation, about 6" or so deep.
Add a line of posts, 3" in from the outside of the trench. They want to be about 2 or 3 feet apart, and deep enough into the ground that they are held rigid.
Add a second row of posts, for the interior of the wall. They should all be in line with each other, about 2 or 3 feet apart, and directly opposite their exterior counterpart.
Tie and screw a C-purlin to the outside row of posts, to be able to attach a roof. Unlike the photo, tie the metal to the OUTSIDE of the posts.
Place a piece of lumber, the thickness of your wall, in between the interior and exterior posts. Then tie the two posts together.
Fill the trench with gravel. A gravel foundation (instead of concrete) is one of the factors that makes this wall so cheap.
Place the netting/mesh between the lines of posts. It should form a U-shaped bag, going down the exterior posts, along the trench, up the interior posts. Leave a couple of feet excess on both sides.
Make a similar U-shaped bag with the vinyl tarp, inside the netting/mesh. Again, leave some extra on both sides.
Tie up the ends of the walls to complete the bag. Otherwise dirt will fall out as you add it.
If your design calls for a window or similar feature, attach the metal frame to the C-purlin from Step 5. Make sure it is plumb and level.
Fill the bag with dirt. The quality of dirt used does not matter, even if it has rocks in it. Every foot or so, be sure to compact the dirt.
Add dirt all the way to the top of the posts, compact and fill once more.
Tie the excess of the netting and tarp together on top of the dirt. Then criss-cross rope from post to post, to keep it together.
If your wall is long or tall, add a couple of buttresses for additional strength and support.
A similar technique can be used for a retaining wall or bench. Only one row of posts will be needed, and they should be tied to stakes or some other anchor within the dirt that is being retained.
The wall should be plastered, especially on the outside, to protect the vinyl from UV. Paint on acrylic concrete (latex, cement and water) for the outside. Gypsum can be used inside where it's dry.