download the pdf version please. just go to the "download image" at the top right.
its designed in Letter-size, so your normal domestic-printer will be fine.
print them on any paper that is 120 GSM or thinner (120 being the best)
the way to build them is pretty straight forward, you just join each letter with the other flap with the same letter and you are done, and for the pieces without letters, well, they are too obvious.
Check [link] ! the place where these templates come from! where you can download lots and lots of famous characters made cubeecrafts: like Scott Pilgrim vs the world, evangelion, Portal, etc!