My Russian pen is made from plywood. The walls are 12"tall and there is a 4"perimeter lip to prevent escape. I painted the wood with exterior primer/paint. 2x4s support the corners and are used where the wall boards meet.
Keep the pen heavily planted and provide shade and housing.
I don't use a lid for this pen but many others do. You could use 2x2s and hardware cloth to make a predator proof lid.
Here you can see the walls and the hardware cloth frame I was telling you about.