what components are you intending to put in????
in case of a first time built:
1st install the processor,ram and the heat sink to the main board
2nd mount the smps,hdd and odd in their respective places
3rd install the mother board in the cabinet
4th connect the psu cables followed by the cables of the hdd,odd,etc.
5th connect the gpu and other cards if any
don't forget to connect all the power cables in their respective places as well as the fans and check if your card also requires extra power cable (many of them do)