Sxyzm: Cyclone comes as a pdf file (use link below to download or print). The pdf includes the printable rulebook, pieces and board.
Sxyzm recommends using 8.5" x 11" 110 lb. printed paper with a laser jet. Use scissors to cut out the pieces. Fold the rulebook in half and in half again to establish the four panels. Fold the dice together and glue or tape tabs inside. Fold the arms of the printed pieces to a 45 deg angle for easier use when playing. Pages can be printed double-sided to reduce paper use and number of components.
For a higher quality version, use 8mm wood cubes for pieces. You will need 5 red, 5 blue, 5 green, 5 yellow and 1 white cube. On the white cube, use a permanent marker to create the pips on the dice.