Use transparent waxed paper ("kite" paper), cut in squares.
You need six paper squares. Fold them along both diagonals
take the lower corner and fold it to the middle point
and then fold the triangle back to the bottom.
Now open the new triangle and fold it again to the middle line.
Fold the wings (left and right) to the middle of the paper.
Now unfold the wings to the edges:
Now comes the tricky part. Every window star has at least one. This one has only one.
Unfold the upper part of the wing, all the way to the vertical line on the wing. The picture will help you:
And only two more steps to go.
Take the sharp edge of the wing and fold it to the new line (on both sides)
Open it and fold it to the middle line. Repeat the same on the other wing.
And repeat all the steps for all six kite papers.
Now take the glue and put all six part together.
I use a little help. I divide the circle into six parts and put the middle lines of the papers on that lines. Be accurate and put the last paper carefully between two papers, not on the fifth, it will not look nice.
Here is the window star: