I’d head to a modelling shop if I were you. They should be able to recommend a foam and the tools to work it.
IIRC, the usual method is to cut your piece of foam roughly into shape and then plane and sand it down. So you’re going to need some experience in those areas; if I tried that, the plane would probably end up flying backwards.
Apart from that, you’re looking for something really rather long and thin, so perhaps it would be best to add some reinforcement like metal stringer along the bottom or the top of the wing.