STEP 1: Take the panels and lay them out according to the diagram below

NOTE: 
Red lines are folded up towards the Outside.
Blue lines are folded away from you towards the Inside.

STEP 2: Use the highlighted panel and fold/bend the panel along the red and the blue lines.

STEP 3: Use the highlighted panel and fold/bend the panel along the red and the blue lines.

STEP 4: Now, get the piece you completed in Step 2 and join it to the one from Step 3 by connecting the flat and tabbed edges as indicated below.

STEP 5: Use the highlighted panel and fold/bend the panel along the red and the blue lines.

STEP 6: Now, get the piece you completed in Step 2 and join it to the one from Step 3 by connecting the flat and tabbed edges as indicated below.

STEP 7: Use the highlighted panel and fold/bend the panel along the red and the blue lines.

STEP 8: Now, get the piece you completed in Step 2 and join it to the one from Step 3 by connecting the flat and tabbed edges as indicated below.

STEP 9: Set up the LED light string inside the assembly.

STEP 10: Use the highlighted panel and fold/bend the panel along the red and the blue lines.

STEP 11: Make the connections from the panel to the main assembly first, then ending with the tip.