Before placing the cabochon in the bezel, the upper portion (wires #2 & #3) is bent at a 90 degree angle, to form the 'frame'. Use wide, flat-nose pliers with tips only on the frame edge to make small bends around the frame. Bend the frame a little at a time, then a little more, until it is the desired shape, working around the frame as you bend 30 degrees, then 60 degrees, etc.
You may find that the 'netting' wires buckle slightly, which is helpful if your cabochon edges are curved. You may even need to form a slightly deeper 'channel' on the inside of the netting for a better fit. If you want to straighten the netting a little, place pointed chain nose pliers, while closed, into the netting and open them slightly, to 'pry' the two frame wires apart slightly. Take care - this is a delicate procedure.