Note the alignment pins on the parts. It is generally easier to align one edge and then use that edge as a hinge to fold the parts together.
Snap a triangular base onto a triangular pyramid containing a 1/2" blue pompom to form tetrahedral pieces.
Snap two square pyramids together with a 1" yellow pompom to form octahedral pieces.
Snap a square base onto a square pyramid containing a 1" pompom to form square pyramidal pieces.
Snap two square bases together with a 1/2" pompom to form square planar pieces.