I use coconut leaves for this craft. I think instead of coconut leaves, you also can use ribbon. Set the ribbon same the coconut leaves in my step.
Step 1: Weave The Leaves
Weave the 4 leaves until you get cube shape. Follow pictorial instruction step by step.
Step 2: End The Weave
Take the end of the leaf and insert under the weave. Repeat the same process to all the leaves until the leaves shorter. Cut the balance of the leaves. Done.