All you need to do is heat it up to bend it. Just use a hairdryer, heatgun, or just boil up a pot of water and dip the pieces into it, but wait until it's pretty hot. Then bend away, and when you're done, put it under some cold water.
Sintra? Oven? I don't think so... if you leave it in the for right ammount of time you'd probably be fine, but it may destroy the foam and it may be difficult to pull out and form. Sintra cools off extremely quickly.
I recommend boiling water or a heat gun. But if you use a heatgun, use it like a blowdryer, don't leave the head aimed at a single point or it will destroy your armour.