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The construction of a Menger sponge can be described as follows:
1. Begin with a cube (first image).
2. Divide every face of the cube into 9 squares, like a Rubik's Cube. This will sub-divide the cube into 27 smaller cubes.
3. Remove the smaller cube in the middle of each face, and remove the smaller cube in the very center of the larger cube, leaving 20 smaller cubes (second image). This is a level-1 Menger sponge (resembling a Void Cube)
4. Repeat steps 2 and 3 for each of the remaining smaller cubes, and continue to iterate ad infinitum.