This is in fact a well known 3-D puzzle.
Its originality here lies in the fact of constructing the four modules yourself, out of paper.
First you have to make four copies of this figure. Cut it out along the exterior lines and fold along the interior lines. Once folded it will look something like this:
Now it's up to you to try and figure out how to make a 4-sided solid - see below - (3-faced Pyramid + base) where each of the 4 faces is an equilateral triangle. This is in fact one of the 5 Platonic Solids, i.e. no matter how you turn it about, it will always have the same regular shape.
Remember you must get the 3-sided pyramid shape and no other shape, and that you need only 4 modules, neither more nor less.
I will not give you the answer, just enjoy yourself in disovering it on your own.