Figure out how at least two of the pieces fit together.

Pay attention to the beveled parts of the parts, this will help.

The protruding beveled edge of one piece fits into the beveled recess of another.First, understand how all four pieces fit together in theory.

The pieces won't fit together one at a time. They need to slide together simultaneously. Try positioning them correctly with small gaps between them, then push them together all at once.

From here, we'll show a foolproof assembly method. There are two types of pieces.The two pieces of the same type are positioned on the same side of the cube.

Place the two identical pieces like this:

The other two pieces are positioned the same way relative to each other. Flip this pair over and place it on top of the first two pieces.

Apply even pressure to all four pieces so they slide together at the same time.