Go to the your local lumber shop and buy lengths of pine boards 4- 6 inches wide. I like the 6 inch, it will last a bit longer from all the chewing. I have even used 8-12 inch also but they can get pricey.
I make selves, little perches, steps, houses and yes even swings & slides.Small chains are good for hanging the swings, and those old fashioned metal curtain hooks are great for attaching. Wink Jo Ann. Though I have used heavy key rings , & screws with washers.
If the cage has a mesh or wire top I just put a piece of wood on the outside and screw into it from inside.
If your going to start making stuff and don't have any tools I'd suggest getting a cheap little jigsaw, and a drill.
I can't screw in screws by hand, back troubles and would be lost with out my drill
I sure miss hubby's band saw, now that the work shop has moved out side the house , and 20 minutes away