Depends on the size of the heating pad you bought. The easiest thing is for the inside of the frame to be the same size as the pad. That way you can strap the pad up inside and put an old pillowcase over the entire thing. A couple more bungees to hold the pillowcase up and you are done. When built out of fencing you can just smoosh (that is a MHP technical term) the frame into whatever shape you want. My current cave is made from wire shelving that I bent into a cave shape and isn't as wide as the heating pad so I just wrapped the pad up the outside of the sides a couple of inches. My pad is the Sunbeam XL and I have 6 chicks under it. It is pictured in post #10893 on page #1090.
You want the long sides to be the front and back, shorter sides the cave sides. General guideline is to start with the back about 2-2 1/2" high, the front 4". That way the chicks can choose how much contact they want with the pad at any given point in time. As they grow just smoosh the frame to make it higher in both the front and back. I've not built a shaving covered cave, just put it down in the brooder area.