Select the materials you will be working with. This will help determine your angel's design. Discarded items can be used in many ways. For example, old aluminum cans can be cut open and fashioned into wings while wire coat hangers can become halos.
Draw your design on paper. If you're feeling stymied, look at pictures of angels in books on the Internet for inspiration. Consider how the materials you've collected will determine the size of your angel.
Devise a method for fashioning each piece of the angel. Figure out how you can attach that metal halo to the lampshade head, for example. It might require solder, or wire, or glue.
Gather the tools you will need. These may include anything from saws and tin snips to a needle and thread.
Use the design you made on paper as a guide, but remember that when working with found material you will have to be flexible. Your reward will be a one-of-a-kind piece of art made from materials that otherwise would have gone to waste.