I came across this great website a while back called http://psimadethis.com/
Erica Domesek posts an inspiration board (above) along with super simple instructions (below) for making all manner of things, including loads of accessories and I loved this novel use of toy soldiers.
So here's my interpretation of the necklace. It was super easy - I just spray-painted the toys and threaded them onto a silk sash from a dress. Hey presto! It makes me want to start spray painting everything and turning it into jewellery!