What you'll need:
12 sheets of origami paper
Step 1: Building
1. Start with a single piece of origami paper with the color side facing down and fold it in half.
2. Next, unfold that. Then bring up the paper edge to the crease just you made in step 1 and fold that down.
3. Rotate the paper 180 degrees and repeat step 2 with the paper edge.
4. Rotate that by 90 degrees so you're looking at something like a cupboard. Open the left side door of "the cabinet" and fold up the bottom right corner up to the crease of the opened left side.
5. Undo the right triangle you made in step 4 and close up the left side of the cabinet.
6. Then rotate this by 180 degrees and open up the new left side. Then repeat step four by folding up the right hand bottom corner up to the crease of the left door to the cabinet.
7. Now instead of undoing this fold as you did before, you want to simply close up the left door of the cabinet with the right triangle still folded up inside of it.
8. Now this is probable one of the hardest steps in making this type of origami so bear with me :) Start out by lifting up the top right hand corner's "door" as far as it will go without undoing the folds. Then take the whole top left hand corner and tuck it underneath the right top flap. You want to keep pushing it in until it forms a triangle, the same as the one perpendicular to it.
9. Now take the whole shape flip it upside down and proceed to fold the white corners down over the shape for form a parallelogram without any white showing on either side.
10. Fold up the 2 points of the shape to form a square.
11. Lastly you just want to fold the square diagonally in half, along the gap between the two points you folded down in step 10. You may fold them in either direction.
That wasn't to hard now was it? Now all you got to do is go make 11 more of these :D
Step 2: Putting It Together
Notice that there are points (the two triangles that hang off of the square in the center) and there are pockets (the 4 little slots on the other side of the square). As you probable guessed you are going to put the points into the pockets. But an important thing before you begin, don't use the two "pockets" that would cover up the point of that shape if a unit was inserted into one of them.
Try experimenting to make the shape. It is kind of like a puzzle. If you get stuck try making 4 pyramids by putting 3 units together to form a 3 sided pyramid-esk shape and then put them together. Experiment!