You will need:
Material - You can have as many or as little different types as you want. It depends if you want to follow a pattern (e.g. blue, green, yellow, pink, blue, green, yellow, pink..) or if you want to have a different type for each triange.
Ribbon or twill tape (I used two metres and it fit 15 triangles, also make sure it's thick as it just makes it easier).
And finally you will need a sewing machine.
Step One: Make a triangle template using cardboard. It can be as big or as small as you want.
Step Two: Place your template onto your material and trace around it. Now you can cut it out. Repeat this on all the different materials you're using.
Step Three: Fold the twill tape/ribbon in half and iron along it so it stays like that.
Step Four: Lay out the tape/ribbon and arrange the triangles to your liking. Make sure they're nice and secure between the fold of the tape/ribbon, and then pin them into place.
Step Five: Sew along the bottom of the twill tape/ribbon, close to where it meets the triangles. You can tuck in the ends of the tape/ribbon to make it more neat.
Step Six: Now that it's all sewn, you can iron it, just to get rid of all the creases and other little annoying bits.
And you're done! :).