Completly fold the paper and press strongly on it to make a nice folding. And that's it. You can experiment with other shapes and share them here...
I found a picture on the Internet showing a sculpture made of a single piece of paper, folded a certain way in order to give it volume. There is no glue at all... Here is the work I've made from this picture.
Step 1: Creating the design
I draw the sheme under a very common piece of software. I attached the drawing in full size. You simply can print it on a normal piece of paper or draw it on cupboard.
Once the paper printed, cut the paper following the lines. Only cut the vertical ones, the horizontal wil be used to fold. You only need to cut the parallel vertical lines.
Step 3: Fold the paper sheet
Begin by the top and fold the bottom. the tower will slowly take its shape. Be carefull not to rip up the the paper. Use a small shapr piece of metal to make precise folding (a knife blade for instance). Fold on side from the back, one side from the front.