Manufacturing of three-dimensional structures of millimeter and sub-millimeter sizes is required in emerging applications in microelectronics, packaging, and particle entrapment. This paper presents a manufacturing method for three-dimensional polyhedral structures at such scales enabled by programmable, self-foldable polymer films. The manufacturing method starts with a three-dimensional target shape and uses origami design to generate the outline and fold pattern of a planar film that can be folded towards the target shape. Double-exposure photolithography is employed to pattern a polymer film based on the generated geometry along with stiff faces of high crosslinking density and flexible folds of low crosslinking density. During the development step of the photolithography process, the folds absorb the developer solution from one side, creating a concentration gradient across their thickness. The non-uniformly absorbed developer in the folds is evaporated when the film is heated, causing non-uniform strains across their thickness and enabling self-folding. It is experimentally determined that the fold angles exhibited by the folds are directly proportional to the ratio between their width along the folding direction and the film thickness, which enables programming of the folding response through modulation of the fold dimensions. Different structures are fabricated to demonstrate the effectiveness of the developed manufacturing method.