This usually involves folding a rectangular sheet (like A4 or letter paper) into a shape with an internal pocket that catches the air.
You can follow this Origami Lightning Guide for visual step-by-step instructions. 2. "Thunder" Paper Plane free_thunder_lighting_effects_black_screen_gree...
If you want something that "strikes" through the air, you can fold a high-performance paper airplane often nicknamed the "Thunder." This usually involves folding a rectangular sheet (like