Cut 4 equilateral triangles using the template on this page. Allow for tabs on all sides and trim the tabs at the corners at about 45 degrees. You can use 4 different colors or create your tetrahedron in only one color.
First glue 2 faces together. Add the next triangular face. The final face is glued on only one edge, allowed to dry, and then the two remaining edges are glued, closed like the lid of a box, and held until the glue has set.
To see the full sized template click on this image: