I got hopelessly lost the first time I tried to make this, but with a bit of patience and some images from the article on Wikipedia, I have come out of it one Compound of 5 Tetrahedra richer.
Here is an animated GIF of the model. It will be available to buy on Etsy as soon as I have taken the proper photographs.
Each of the five tetrahedra is a different colour, so that the colouring has the same properties as the one in my coloured icoshedrons (correct me if I'm wrong here!).
I am available to teach people how to make things like this (though this one is for the nimble and patient), and I also colour sticks for such purposes. Please contact me with the information on this website.