This puzzle again just uses paper. Here the instruction:
Cut out the four U-shaped pieces [see below] (each using the area of 3x3 units minus 2 units) and flex them to get a complete square (4x4 units) with the picture of a square on the front that is rotated by 45 degrees (as it is shown below in the second picture). Folding or flipping the pieces is not allowed.
Here the pieces:

... and here the final result:

Feel free to download this paper puzzle by using the pdf(s) provided: