• Pin and sew eight of the orange triangle squares like so. This is the top row of your first orange zig zag row.
• Repeat for the second orange zig zag row and then  make two more of these rows using the blue triangle squares.
  

Here is longer view of how the whole row will come together.

See where we're getting here? Now you can pin and sew the two halves of the rows together, the first row on top of the second. A zig zag is born!

The rest is simple. Lay it out and sew it like so:

• Orange zig zag row
  
• White strip
• Blue zig zag row
• White strip
• Orange zig zag row
• White strip
• Blue zig zag row

That's it. Here is a rough sketch of it all put together.