1. Lay a square flat and turn diagonally.
2. Fold in half.
3. Fold the right side into the centre line.
4. Fold the left side into the centre line.
5. Fold the bottom point up to the centre line. Glue all folds with a glu-stick. Repeat steps 1-5 until you have 8 points.
6. Assemble each point on top of the previous point, bottom side edge along the centre line, gluing as you go.
7. Tuck and glue the last point under the first.
8. Using a small dab of glu-stick on the underside of each point, stick you window star on a window.
I use kite paper, however any decorative paper would work well (you might need to use stronger glue though). Scrap booking paper would be great, especially if you intend to use your star on a wall instead of a window. I've also seen small stars used to decorate a wrapped gift! The possibilities are endless and since they are so quick to make, it's a good last minute activity.
The internet is full of tutorials for different shapes, colours and sizes. Your only limit is your imagination!