To make the interweaved appearance you can divide some shapes to 2 parts:

Divided shapes can occur in different levels in the stack.
Powerpoint has very poor control for colorings. Your example has carefully adjusted gradient fills to make some 3D appearace. My old Powerpoint doesn't have arbitary gradient fill tools, but there's in the fill effects section vertical, horizontal and diagonal gradients to select from. Also the ending colors are selectable:

The shapes are not rectangular, they have fitting angles. Powerpoint has poor drawing tools, but you can cover parts with paper. A white shape without edge line can be used:

Not asked: It can be useful for developing tolerance and workaroundability to fight with Powerpoint's limitations, but still I recommend you to get a proper vector drawing program to make designs. Start with Inkscape (=freeware) if you cannot afford Illustrator, CorelDraw etc.. And if you can afford them, it's still a good idea to try Inkscape. It has plenty of steam as long as you do not design for CMYK printing (=an area where Microsoft Powerpoint is as disabled)