Quilling is the art of rolling paper into different shapes and placing those shapes into a meaningful design. Most craft stores sell the strips of paper and the slotted tool or a thin needle.
As for a tutorial, you don't even need the slotted tool. Just pinch 1/8in pieces of paper together until you have made the wings (make four). Glue the pinched part together. Wrap another 1/8in piece of paper around a needle or toothpick to make the spiral. Glue the wings and the body onto a piece of paper, at some tiny antenna. Done.