I have put together a kit that includes everything you need to make one of these wall hangings (except the dowel which you can purchase yourself - or simply use two 3M wire hooks - one at each end along the top).
This kit includes;
A piece of matting (55cm x 40cm)
150g of warm white wool roving
40g of coloured wool roving (x 5)
25g of matching acrylic yarn (x 5)
1 x 4mm plastic crochet hook
There are lots of options to choose from with the rainbow colours, all of these include a matching acrylic yarn (as close as I could get), but I was unable to find matching acrylic yarn for some of the most popular colours (like light pink, mint and mustard).
Instead of weaving the roving through the matting, I use a crochet hook (included), put it through the mat from the back to the front and pull a small section of the roving back through the hole. I've added some pictures to show what I mean -you can see my tips here.