I *think* this is called a "tufted bustle" and it is made by attaching several pickup points onto the main train on your skirt. You can do that with hooks and eyes, ties, or more permanent thread tacks. Here is a super simple tutorial (for a beginner) to show how something like this is accomplished. http://historicalsewing.com/tutorial...s-bustle-skirt
The one in the demo is a little different than your photo -- SO pretty by the way! -- but it will give ya an idea of what is involved in the construction. I can't tell from your photo if this is part of a whole skirt or if it is showing an overskirt (as seen in the tutorial), so that might be something to consider if you're going to go for it. I'm not much of a girly-girly, but I've always wanted a skirt like this -- Jealous!
I hope it turns out great!!