Eli it's all about the tabs. Take two cubes you intend to join and make sure that the tabs on the two sides you intend to join are perpendicular. Slide one of the tabs between the two tabs on the other cube and you're halfway there. The second tab is a little bit trickier. Once the first tab is in place manipulate the cubes so that the two sides you are joining are touching with the free tab exposed. That free tab is part of a card that you will need to move as a whole by opening the two tabs holding it in place. Once you've freed up the card you can slide the free tab between the two tabs you slid the first tab into. Complete by folding back the two tabs that you just unfolded.

...and since it's self-contained, you'll need the hole to retrieve the cards.