Here is a Step-by-Step Guide to Building a PC
Look over the forum's "System won't boot" checklist
to see some of the common build errors and how to avoid them.
-> The usual advice; read the manual / install guide; look at the parts, read the manual again and if everything makes sense and looks right - then go ahead with the install.
While you're waiting for delivery you can download the online version of the motherboard manual and start getting familiar with it. Same for the other parts you want to order if they have install guides or manuals available.