Here are two quick videos of how to fold the bot. The detailed folding instructions are available on instructable: Build TJBot out of Cardboard
Once your TJBot is ready, get ready to connect your LED to the Pi Pins.
Connect the GND to GND pin on the Pi (see the picture). Then connect 'Data in', the 4th leg from the flat side, to the Pi's GPIO pin. Lastly, connect the third leg from the flat side to the 3.3V on the Pi.