You will need some 6mm plywood to cut the caddy from. Make sure you have enough to do some test cuts.

Optionally, you could also get some backing material. With backing, you can lift up the caddy and keep all the Action decks in place. Also, if your gaming table has a delicate finish, and you're worried about the wooden caddy scratching it you may want the backing.

Backing can be felt (pictured), leather, pellon, or even simply construction paper.

You will also need some glue to attach the backing to the wood. I have had success with cyanoacrylate glue. (often called "super glue")