Divide the cookies into 5 piles of 7 cookies each.
Find a serving platter for your cake. Make sure 7 cookies fit onto the platter, 6 cookies in a circle and 1 in the center.
Add whipping cream and powdered sugar to a mixer and beat well until stiff, about 3-5 minutes. Divide cream into 3 separate bowls and color one bowl red and one blue. Leave the third bowl white.
Add a small dollop of cream onto the bottom of each cookie on your serving platter to hold the cookie onto the tray. Add a second layer of cookies, covering the "seams" of the first layer of cookies as shown. Only the bottom layer of cookies will have 2 layers.
Add almost all of the blue cream to the top of the cookies, leaving about 2 tablespoons in the bowl. Spread about ½" thick of blue cream. Top with 7 cookies and repeat with the white cream (making sure to reserve a little cream in the bowl). Top with 7 cookies and add the red cream, finishing with 7 cookies on top of the red. Add remaining cream as a dollop on top and loosely cover. A large mixing bowl as a cover works well.
Refrigerate overnight and cookies will soften. sprinkle with sprinkles before serving.