So, this might be really late, but here's some more helpful stuff, since I started doing my own research into sewing.
It looks like the underdress is basically a giant petticoat. You would probably need to make a simple slip out of some cheap satin lining in the same color as the dress, and then make the actual poofy part out of some tulle. I would look for a high quality, fine grain tulle, since that will look better in the end and feel better against your skin. You'll need a lot of it, though, since it looks like it has tons of layers. The long sleeves would probably be easiest as just a long sleeve shirt worn under both dresses.
For the overcoat, I would really advise looking for a pattern that looks similar. It's a popular enough style that you should be able to find something like it at a craft store, like Joann or Michael's. You might have to modify the collar a bit, but if you get a good pattern, you should be able to figure out what you need to do and make adjustments. The pattern you get will tell you what kind of fabric to look for, but it will probably be something with not a lot of stretch, like a twill or canvas.
I wouldn't try to make the belt part of the coat, but rather a separate item and sew it to the coat if you need.