Most aluminum alloys can't be cold-worked without first annealing it. If you try to, the aluminum is pretty brittle and will likely crack. Annealing allows it to be much softer so it can now be shaped.
Also, the more you bend the aluminum piece, the more it will work-harden, and it will eventually need to be annealed again in order to re-soften it.
How to anneal it at home — [1] [2] [3]
(Note that the above only partially anneals it; full annealing requires several hours in a heat-treating oven. Partially annealed aluminum is designated by "H22", "H24", and "H26", and by terms like "quarter hard", "half hard", and "three-quarter hard".)
Aluminum is soft enough that it can be shaped with a hammer or pliers, especially if it's a thinner piece.
Aluminum can be hot worked as well.
When you're finished, you'll want to strengthen/harden it by heating it up one final time, and quenching it in water or oil.
Here's the bad news: You can't heat treat it at home without a proper heat-treating oven, which are expensive. If you try to do it without a proper heat-treating oven, you'll 1) have to obtain temperatures of 980 °F / 526 °C, and 2) you'll have to keep it at that precise temperature for a long time. The temperature you need to heat-treat aluminum at is very close to aluminum's melting temperature, and you want to avoid melting the piece that you just spent time shaping. Basically, it's impossible without a heat-treating oven.
The not-so-bad news: It's possible to DIY a heat-treating oven. But there are downsides — it's expensive, it takes a lot of time and effort to build, and the completed oven takes up a bit of physical space.
Some background reading on Wikipedia:
And some background reading that's not on Wikipedia:
If you do manage to access a heat-treating oven, then the following information will be useful to you:
If you want to just leave the aluminum in its annealed state, since that's the best you can do at home, then what downsides are there?
The aluminum is much weaker, for one. Comparing 6061-T6 to 6061-annealed, the annealed version is only 20% as strong.
(unpolished: this list is pretty useful for this section)