Don't use any glue to put together the separate pieces, so you can move them and take them apart and combine together just like on real LEGO minifigs....
Although I've made many papercraft models already, I never posted any them here on Instructables yet so here it is! ;o) The parts you need (and these instructions) are available in the LEGO section on my papercraft webpage: http://www.kickme.to/ninjatoes
You really don't need many tools to build a papercraft model, just something to cut with and glue. "Pre-shaping" makes everything a lot easier: if you give the 2D paper parts the right shape already before glueing them together, the tension in the paper won't make the parts you just glued together want to come apart again.
Step 2: Building the torso
Just like real LEGO minifigs, my papercraft versions consist of several separate pieces (helmet, head, torso, arms, legs, accessories...) that you can take apart and put together in all kinds of combinations with the other papercraft LEGO minifigs I made (link).
Step 3: Building the arms and hands
The hands can be tricky to put together because of the thin "walls"; as I said before, pre-shaping the parts the best you can before glueing them together makes everything a lot easier!
Step 4: Building the hips and legs
Just like on many of the parts, the pins on the hips and the pin-holes on the legs make it so you can rotate them just like on a real LEGO minifig. This is why it's important to use thicker paper (cardstock) than regular printer paper, which probably won't be strong enough when you try to twist the Black Knight's leg...
Step 5: Building the breastplate
No self-respecting knight, not even a paper one, would go into battle without armor, so here's how to build the Black Knight's breastplate!
Step 6: Building the helmet and visor
The helmet visor was one of the most difficult parts to make for this papercraft model, but it's a really cool looking part and I'm very happy with the way the paper version turned out! ;o)
Step 7: Building the dragon plumes
Some other cool parts are the dragon feather plumes that go onto the helmet visor; the "grooves" require you to make some very small folds, so take your time to pre-shape everything properly (but by now, you should know that you should always do so of course! ;o)