The 3/4" MDF is glued and screwed into 2x3 lumber.
Here's what the nearly completed column looks like standing upright. Before it's finished, the column will need a speaker shelf, filled with insulation (to prevent it from becoming a big drum), and finally covered with fabric.
Inside view of the column. Before the column is finished, it'll need stuffed with fiberglass.
Added a shelf for the surround speaker to sit on.
Here's a panoramic of the built columns. They still need to be anchored to the wall and eventually covered in fabric.