i suggest using a polysleve to keep all the piece of one part together at a time so you don't loose them! you need to be printing onto thick paper or paper stock. so for you all you have to do is to print it and cut all the pieces out then glue them together.

Pepakura is a 3D modelling program which enables a user to take a 3D design and 'unfold' it, like it was a paper cut out.