They lock together positively into interesting shapes. Clusters of 5 were used here, each joined twice to each adjoining cluster of 5 to make a rather lovely spikey ball.
This is actually (if I folded it in all red) the Wolfram|Alpha logo. You too can fold this, go here to learn how.
A sturdy little ball that is kept together with paper tension – the designer is on the Wolfram|Alpha team and has done a great job. I realised (too late) that folding it this small made it VERY fiddly – the construction was painful as the tabs/pockets were so small. All in all I am happy with the result.