I should probably touch on assembly.  The parts are numbered in the DXF and I'll be using the same numbers here.  I will give instructions with the assumption that only one side of your material is painted/stained/sanded/etc and the other side is unfinished and should be hidden.  The finished side will be called the front, the unfinished side will be the back.  You will want to glue as you go; if I say something like 'place' or 'assemble' I assume you will use glue in the process.  Parts 20, 06, and 08 should be finished on both sides as both sides will be visible.

0.) The paper parts (21-24) need to be glued to their matching wood parts (01, 04, 05, 07).  The wooden part connectors will hold the paper parts but without glue the corners will sag.  Glue the paper to the back side of the wood parts.
1.) Place part 1 on a table, front facing down.
2.) Place 5 of part 15 into the holes around the border, skipping 1 hole between.
3.) Place 5 of part 16 into the remaining holes around the border.
4.) Assemble 5 of part 05 onto the the 5 part 16's placed in the last step, front facing out.
5.) Place 10 of part 13 into the holes in part 05 that are closest to part 1.
6.) Assemble 5 of part 07 into the 5 square shaped spots created by previous steps, front facing out.
7.) Repeat same basic steps using the image of the final product as a guide.
8.) When the only part left is the top-most decagon, stop using parts 15 & 16.  Use part 19 in the remaining holes in the part 07's, and use part 18 in the remaining holes in parts 05.
9.) Slide part 20 into the center of part 02.
10.) Assemble your light socket into part 01 as needed.
11.) Assemble parts 03, 06, and 08 the same way as the top.  There are fewer parts but the way the parts fit together is the same.
12.) Place 4 of part 14 into every part 11.
13.) Assemble a ring of 5 of the assemblies from the last step, using part 10 to connect them.  See the image of the final product for orientation.  You only want part 10's on the bottom of the ring while assembling it, then you can add the remaining 5 part 10's that the ring needs one by one.
14.) Place 5 of part 17 into the remaining holes in the 5 part 10's at one end of the ring you made.
15.) Place one of part 10 onto one of the part 17's from the last step.
16.) Build a ring like the previous one (but also connected to the previous one), working around as you go.
17.) Keep adding rings until you have added all you want.
18.) Part 09's go on the ends of the shaft you made.  They slot in just like part 11 did, using the same part 14 connectors.
19.) Slide the shaft into the 5 slots in the top of the base.
20.) Place two of part 12 on either side of each part 09, securing them together with screws and nuts (and washers ideally).
21.) Repeat the last two steps, but with the top.
22.) Run your wires.
23.) Test.