This technique of folding paper to create flowers as intricate and delicate as the one pictured above is called Kusudama. The term comes from Japanese and means medicine ball.
You can glue or sew the individual pieces together to create a spherical shape.
The image above comes from this source, and that page does contain some detailed instructions for making it. You should check it out if you are interested in making these flowers. There are other instructions on KusudamaMe.com website and it also contains several other ideas.