Cut the images to setup the scene, work on the composition.
step 2 of 6
Continue setting up the scene, Use two pieces of the texture to make the mountains.
step 3 of 6
In a new layer in multiply mode paint with a darker color to make the mountains.
step 4 of 6
Cut the mountains in two pieces and transform and blend them with the sky.
Add the dancer and some other shadows painting in a new layer in multiply mode.
To make a box like image use levels to give different light levels on each side of the box.
step 5 of 6
Mask the dancer to make her look like a puppet paint some darker zones to make the separations more realistic.
Use the pen tool and the "stroke path" feature to make the strings
step 6 of 6
Finish the strings and improve a bit the lights and shadows to finish.