you can buy tubes of plexiglass(if you just need some sort of tube)... and yes, you can mold it. best way to do it is get a heatgun from lowes, or home depot,etc.. you make some sort of mold for the plexiglass, heat it up, and then bend it once it gets soft. Take heat off, and let it cool..
Depending on the thickness desired and the complexty of the shape you can bend plex pretty easily.
And with some care you can use an oven to do it. Doesn't take a high heat to make it soft. And if you create a buck (pattern) and arrange things so the softening plex sags into or drapes over the pattern, you don't have to do much work at all.
Alternately you just heat the sheet and pull it out of the oven and onto your pattern.
But if the shapes you want are common and symmetrical, or domes or tubes, just buy the stock that's closest to your needs from a plastics supplier. Either a local shop from your phone book, or something like usplastics.com or other online plastics vendors.