This is very easy to do really, clearly when I put the MAC ones in, I didn't know how to depot, but I have learned since. :-)
Set eyeshadow on hot flat iron. Once glue is malleable, use tweezers or a butter knife to gently pull out shadow pan. Glue to a cd case with a strong adhesive. Repeat with as many eyeshadows, blushes, powders ect... as you wish. Decorate cd case as desired, using patterned paper, fabric... I used magazine clippings. Glue a small strip of ribbon to each side, to close securely. Enjoy! Here's photos of mine. ( I didn't show this, but on the back of the cd case, I wrote the names of each of the shadows. ).