In this compound, as shown above, the small stellated dodecahedron is yellow, while the red polyhedron is the great stellated dodecahedron. Below, the same compound is colored differently; each face has its own color, unless faces are in parallel planes, in which case they have the same color.
Making a physical model of this compound would have taken most of the day, if I did it using such things as posterboard or card stock, compass, ruler, tape, scissors, and pencils. For the first several years I built models of polyhedra, starting about nineteen years ago, that was how I built such models. The virtual polyhedra shown above, by contrast, took about ten minutes to make, using Stella 4d: Polyhedron Navigator, which you can try for free, or purchase, here.
There’s also a middle path: using Stella to print out nets on cardstock, cutting them out, and then taping or gluing these Stella-generated nets together to make physical models. I haven’t spent much time on this road myself, but I have several friends who have, including the creator of Stella. You can see some of his incredible models here, and some amazing photographs of other Stella users’ paper models, as well as some in other media, at this website.