Valley fold the square below (in the center of the model) it in half diagonally, so that the square covers the first triangle you made.
Complete the third edge now, forming the triangle like before, and a backwards triangle over the first triangle you made.
The fourth edge is complete, just in the wrong position. Valley fold through the center diagonally to put the last edge in the correct place.
Your completed pinwheel should be tacked to a stick or dowel, and given to a happy child for best results.