There are many ways to make folding books and many examples of how to do so. They're usually made from one piece of paper, cut in ways that allow the pages to form from how the cut sheet is then folded up. I started making these little books on my MA in Illustration and really enjoyed working out how to print them onto the paper I folded up. Mostly they're made from an A4 sheet but I sometimes make much larger ones.
Life's Legacy Lost
Greenman & Gyre