Sorry folks, no easy strips to connect or stack to attach together, this shape is usually easier to just build. The upside is that it's kinda fun to build and easy to keep count of.
We'll be working from the bottom up. Start with the brick you want in the bottom row (white in the picture) and attach two bricks to it as shown.
Use 3 more white bricks and 2 more blue bricks and make em look like the third picture.
The goal here is to basically make a square zig-zag chain with 5 studs (those are the dots on top of the bricks) on each side.
Keep adding bricks until your model has a few turns in it then meet me over at the next step.