You don't need a special frame for the wreath (though there are many commercial ones available). You can buy a standard wreath frame from most craft shops, or, if you're handy, you can fashion one out of heavy-guage wire.
The frame in the photo was purchased at a local Catholic bookstore for about $20. It's nice because it has holders for the candles fastened right on the frame. If your frame does not, you will need separate candle holders.
If you can't purchase or make a frame, you can always arrange the evergreen boughs and candles in a line, perhaps on a mantel, buffet, or windowsill.
In the next step, we'll choose the candles for the wreath.