Make a checkered grid from scratch.
Draw a square with the shape tool and fill it with black.
Copy the square and invert the color.
Place the squares next to each other and merge layers.
Duplicate the merged layer and flip it horizontally, move it down so you have a new square with two black and two white squares diagonally opposite each other.
Save this as a pattern and use it to fill any size canvas you want.

Create a black square then a white square which is quarter the size of the black one. Place the small white square inside the black square and make sure the distance from the edges is the exact same amount of pixels on each side. I used 10 pixels. Make six different patterns as shown in the top of the example. Then copy and paste as many as needed to make the pattern as shown.
Try not to go crosseyed in the process.

Cut the wooden men and chess pieces from the background.

Create new shadows.

Add a black/white gradient behind the chess pieces.

Place the previously made checkered board under the chess pieces and use perspective tool to make it appear to be under the objects.

Make some walls using the same original checker pattern and position them using transform tools which keep the lines straight. I used skew, perspective and deform. They were blended on soft light mode at 10% opacity on the sides and 15% opacity on the back.
The white squares on the floor were selected and filled with the marble pattern which had its colors inverted. The pattern was blended with 20% multiply to get rid of the stark white look.
A shadow was added around the edges of the "floor" area.
Added a new layer with a solid orange red color and blended it with soft light mode on 30% opacity to give the final image a warmer appeal.

The poor wooden men are confused about why the chessmen won't stand up.
The weird wobbly illusion causes them to fall over. Sea sickness maybe?