It's great! And what type of roof do you have? Is it tile or shingles? Gabled? Do you have gutters?
To me, it looks like they may have created a simple armature with a base (wood?) at their butts (so they're sitting) and dressed them (really well!). Then they attached the base to the roof. The capes may have been tacked down, and I'll bet the hats were permanently adhered, but it doesn't look too difficult to achieve.