Download the unicorn template and print it out. If you're using the color in version, have the child color in the unicorn, then cut out the pieces.
Place a piece of tape along one side of the unicorn body piece, then tape it to the cardboard tube. Wrap the body around the tube, then place a 2nd piece of tape on the other side of the unicorn's body and tape it in place.
Finish up by gluing the unicorn's head to the top of the unicorn's body.