Agreed it is confusing, the JPEG "is" the CAD file (although there is a DXF file as well) but laser cutters will often use a JPEG as the profile image.
Here is my guess, you laser it out of acrylic, you slot the two large parts together to form an 'X' (looking down from the top) and you glue in the four wedges using solvent glue to stabilize the X shape of the two pieces.
Here is my guess, you laser it out of acrylic, you slot the two large parts together to form an 'X' (looking down from the top) and you glue in the four wedges using solvent glue to stabilize the X shape of the two pieces.