Guild Halls that offer trophy crafting will have bases laid out that you are able to activate. The following video shows the system in all it's glory, without me having to write too much down on here. The system works almost identically to the building system in the Hearthfire official DLC.
Some trophy bases have their choices decided by your actions in-game. For example, the trophy base at the end of the video here shows that a Dragon trophy is craftable, but you will only see that option if you have completed the Dragon Rising quest in the main story.
Visit an individual Guild Hall's page to see if it offers a trophy crafting facility.
Note: Trophy crafting is only available after completing the Trophy Crafting Tutorial quest, available by speaking to Elberond about improving the guild hall once you have completed the Gain Jarl Approval questline.