You will need to fold all the tabs, on all 12 of the pieces, in the same direction. Either way is fine you will end up with a mirrored shape if you fold them the other way. As it is chiral.
Start with 2 pieces and arrange like this. Stick 1 of the points.
Add in a 3rd piece. Stick the points that have been woven in.
Looking at the inside.
Keep slotting them in.
Feed that last piece in.
Just the last vertex (point) to stick together.
View through a vertex and a face view. This shows the 5 fold symmetry.
View along an edge. This shows the 3 fold symmetry.