You can get big blocks of foam at craft and fabric stores and cut them to size. Then you can sew covers for them. I made an outdoor foam block to put under my dogs bed, I just used spray adhesive and pressed the fabric on since it was waterproof and I wouldn't need to put it in a washer.
Patio furniture—and good furniture in general—can get pretty expensive, especially when it's as enormous as this DIY project. Redditor torontoitguy posted photos of a outdoor sectional sofa that he created from wooden pallets. From the looks of the project, it seems pretty easy to do.