Generally you hollow out a goat, then stick blow-pipes, chanters, drones or stitch closed the arms and legs.

I don't know what kind of pipe this is, but compare to the French Bodega and Bulgarian Kaba Gaida.

https://en.wikipedia.org/wiki/Kaba_gaida#/media/File:Bulgari...

https://en.wikipedia.org/wiki/Bodega_(bagpipe)#/media/File:B...