Do it in a 3D program? For all intents and purposes AE layers are flat and there is no way around that short of making extensive use of 3rd party plug-ins. One kinda poor man's way would be to create an extruded star in Photoshop Extended using Repoussé, import it and arrange it in 3D space, but performance will be awful. Another cheat might be using the Shatter effect set to Star shapes and have it swirl around, but since the effect itself is tricky, that might be too complicated, too. I'm afraid whichever way you turn it, you can't possibly avoid learning AE a bit better before tackling this or simply move on...
Mylenium is certainly steering you in the right direction regarding 3D objects with depth in After Effects: You can do some, but it's among the more difficult areas in After Effects.
Since you're a beginner, I recommend that you get a solid grounding in the basics first. I suggest starting here.
There's information about integrating 3D applications with After Effects here.