So once you have the parts, there are heaps of youtube vidoes available that can help with physically assembling it, but to put simply in most cases the cards will usually only fit in 1 spot and your motherboard manual has a step by step instruction set. That being said, what i usually do is:
1. Ensure the room you are in has plenty of light, ideally not carpeted and be either in shoes, or barefoot (not just in socks) if possible get anti-static band or gloves
2. I would usually then remove the motherboard from its box and place it on top of the box, using it as a mini platform to work on. Try not to touch parts of the board that you dont have to.
3. Place the CPU in the cpu slot (you cant miss it) as per the instructions, it should just drop in, dont wiggle it or slide it in, you may damage the pins.
4. Then install the CPU cooler as per its instructions (see a video for how to apply thermal paste, this is a common rookie mistake))
5. Install RAM in the slots specified by the instruction booklet for your motherboard (yes which slots you use makes a difference.
6. Take the motherboard backplate and place in to case (this is the back part where all the usb cables usually would go)
7. Place your case on its side. Place the small metal standoffs (these are the things with a screw at the bottom and a hole on top, google "motherboard stand off") Into the appropriate holes in your case, these should line up with the holes in your motherboard, you will have to sort of visualise how the motherboard will sit so the exposed usb ports line up with the backplate in the case.
8. At this point i would take the motherboard, (i personally will hold it by the cooler but there are mixed opinions about this) and place it into the case so that the installed stand-offs line up with the holes.
9. Use the supplied screws to screw the motherboard into place using those holes.
10. At this point i would install the graphics card, you will have to remove a piece of plastic/metal from the case that lines up with the pcie port specified by your motherboard. Insert the card.
11. Your harddrives should sit in the HDD bays, and connect a SATA cable (its the only one with the weird L-shaped plug) to each which can then plug into a corresponding SATA plug on your motherboard
12. Now i would insert your power supply and plug things, in, generally u can identify where each plug goes as they will only fit 1 type of plug, there should be a main plug (the really big one), a smaller power plug (atx, usually 4 or 8 pins) plugs for your graphics cards and a larger L-shaped SATA power cable for hbarddrives)
13. Your case will then have connectors (small little plugs) and your instruction manual will then explain how these are connected.
This should be the end of the hardware section.
To get an OS on there, if it comes on a USB, insert it into a USB 2.0 port and it should automatically boot, then its like installing any other program.