Don't be mislead by the "paper". This thing packs a punch!
Step 1: Gather Materials
First of all, you will need paper. I used U.S. size 8 1/2" x 11" printer paper, but I assume you can use A4 also. You will need at least 2 pieces to make the barrel and one dart, but you can make more darts if you want too. (You will also need tape and some kind of cutting tool, a paper cutter is preferable, but you can use scissors if one is not avalible.)
Step 2: Making the Barrel
If you are using U.S. sized paper, I rolled the paper into a cylinder from left to right. When finished, the diameter should be about 1 inch. (If you are using A4, just roll from the left-long side to the right-long side.) Tape ends together.
Step 3: Making the Dart(s)
Cut one sheet of paper in half vertically (bottom to top). Here comes the hard part. Have tape ready. Hold the strip so that the two short sides are on the left and right. Grab the lower right-hand corner and start to curl it upward. Keep curling until you get a cone with about a 1/8" less diameter than your barrel. On the pointy end, there should not be a hole. If there is, untape the cone and curl until the hole disappears. (On the fat end, you might want to cut the rim so that it is flat all around. It just makes it fly cleaner.) Repeat to your liking and/or vengeance level.
Step 4: Shoot!
Put the dart in the barrel point-end first and blow as hard as you can!