The vertical folds are made on the opposite side as the diagonal folds. I used heavy bond paper so I could score the folds first without much risk of cutting thru. Once all folds are.. folded, it will compress into a 'C' shape, as shown below. After you've wrestled the lamp into its final 'lamp' shape (which is not exactly easy) and are confident that all your folds are crisp, punch holes thru the stacked ends as shown, then unfold and glue the last column to the first column. This will form a cylinder from your sheet, a very wrinkly cylinder. Now, run strings thru the holes of each end of the lamp, as you tighten each end, help the folds find their shape. If you are lamping the sculpture you should insert your socket with bulb, before tying off the top string.
This seemingly simple project can take many hours, plug in a movie.
I'm almost certain this is a variation of a Le Klint design; looks very similar to the 101 and 195.