For the actual build you'll need:
Most of all you will need a suitably large, flat, stable and well lit place to work, to avoid scratching it, open up a large cardboard box and spread it out or use multiple layers of newspaper.
One 6" ( blade length ) No2 sized magnetic Phillips screwdriver of good quality.
A pair of tweezers and, possibly a magnifying glass.
A pair of pliers or 1/4" socket set.
You should work within easy reach of a grounded object-water pipe, masonry floor or wall ( not carpeted not wood ) an AC or ventilation duct or a grounded, metal cased appliance that is plugged in with the outlet turned on, the appliance doesn't need to be on, just the wall socket.
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Before the Build Begins:
Ensure the case standoffs are correctly installed, using the socket set or pliers to tighten them firmly down, use the motherboard as a template but keep it in its protective bag, the holes are far apart and it'll be easy enough to see where the standoffs go.
Install the pain in the neck EM shield-it's sprung steel and can be difficult to get in.
Put the PSU in first if the 4/8 pin motherboard lead is routed behind the motherboard tray and pops out at the top, close to the 'board, in many cases there's not much space between the tray and motherboard once the 'board is installed making it difficult, if not impossible to route the cable without taking the motherboard out.
Tie or move the various case wires out of the way-it's best to work with the case on its side anyway-so they won't interfere when you come to lower the motherboard in.
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During the build you should touch the grounded object every so often to prevent the build up of static electricity.
Some motherboards connect to the case via small block connectors, others use tiny, tiny single wires. So now you know why you got those tweezers and magnifying glass, don't you?
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After the actual build and for software installation you'll need:
If your build HAS a optical drive you can install the motherboard/chipset /CPU drivers ( as required and applicable ) with that using the disc that comes with the motherboard.
If your build does NOT have a optical drive you'll need to download and save those drivers from the manufacturers website to a USB stick so you can install them.
Once they are installed you'll be able to connect to the 'net-cable or wireless, your choice-to update and activate Windows once it has been installed.
Install: Chipset>CPU>LAN>Sound>Windows>Graphics drivers.