Octo-Man was inspired by a similar wood toy that used cubes for each joint. By using Octotoads (that's what they are called in wings3d) it is much more poseable.
You will need some 1/16" elastic chord to connect the parts.
NOTE: I realized that the .thing file has an older version of the feet that had squared-off cavities, while the stl files have cavities with angled ceilings that should print better without support.
Also, I have not tried it yet, but scaling everything up just a bit and using 1/8" elastic cord might make for a longer-lasting toy.
You will need to some 1/16" elastic chord (about 3/4 yard). It is available at almost any craft or fabric store.
Print all the parts using the octoman thing, or you can add the stl files individually as needed. I scaled the STL object by 600% in the printing software.
there are 4 pieces of chord...
one from hand to hand through the torso.
one from each foot up through the hips. x2
one through the hips torso and head.
For each section, tie a big knot (I use 2 or three simple knots on top of each other) then string the parts onto the cord. Then stretch the cord as tight as possible and use something to hold the cord tight while you tie the knot for the other end. I used some tweezers that let me lodge the cord tight into it while I tied a big knot in the other end. The knots should be big enough to keep the cord from slipping through, but small enough to lodge in the cavity.
I also used just a drop of super-glue on each knot.