Mechanically the process is just a matter of snapping parts together, screwing some parts in to secure everything and running a few cables around. There are plenty of online guides which go through the full details but no one step is more complicated than that. Depending on your cooler of choice (stock fan that came with CPU or aftermarket, and if so which model) the installation of the CPU cooler is often the single most demanding step mechanically.
There are a few basic precautions to take to do it safely, but it's not a big deal generally. Put parts together, do a test start, install OS, enjoy.