Paraglider construction is very similar to sports parachutes. The most basic of sports parachutes consists of 5 or so cells between an upper and a lower sail surface. Altogether, this is called the canopy. These cells are open at the front, so air rams in and keeps the wing inflated during flight.
Connected to the underside of the canopy are a number of lines leading down to two risers which in turn are connected to the harness worn by the skydiver.
One riser is attached to the harness, above each shoulder of the skydiver. A couple of toggles are connected to steering lines as well. The skydiver pulls on these to steer the gliding 'chute left or right.
Although sports parachutes have been the inspiration behind modern paragliders, paragliders are much more refined. The most obvious difference is the number of cells, there are dozens of them now in some designs. They are also much lighter, since they do not have to withstand the shock of opening in free-fall.
The lines supporting the pilot underneath the wing have received a lot of attention from designers. Lots of big fat lines mean lots of air resistance, which doesn't do much for the gliding performance of the paraglider. So, modern materials are used which allow really thin and lightweight, but strong, lines.
Plus, they are organized and connected together in such a way that there are many attachment points to the wing, but only a few lines connected to the risers above the pilot's shoulders. This clever aspect of construction helps hold the shape of the wing and allows precise control.
But there are only a few really long lines, which helps the paraglider slip through the air more easily. Less total line length equals less drag.