The mobo & case manuals should give you details on what cables should be connected to which plugs. For example, the SATA cables can only be plugged in one way, and the SATA ports are identified in the manual(s) if not directly on the mobo.
The cables for the audio, power, and leds are a little more difficult (they are smaller), but the mobo manual shows you how to plug in the cables.
The PSU cables may not have a manual, but the wiring is simple. You have a 20/24 pin power imput on the mobo. This plug is idiot-proofed to the point that, unless you FORCE the plug in the wrong orientation, it will not plug into the mobo. The other plugs all have some form of angular end plug which guides you in orientation. Molex connectors can only be oriented one way. The SATA power cables similarly can only be plugged in one orientation.
The RAM chips only seat one way without a hammer.
The problems that you may face are orienting the peripheral plugs (sound, USB, power, led) but, if you get them wrong they will not short out the mobo. You will have to test them and replug them if they are wrong.
You will not have to install the BIOS. It comes preinstalled. You may have to update it later, but that is another matter.
Installing Windows 7 comes after you power up your rig properly. You will need to set your BIOS to boot off the CD/DVD and have the Win 7 disk tray when you start to install. After that you let the software install/run and put in the product key.
That's basically it.