You basically just build the PC then put the OS disc in the optical drive and follow the on screen prompts.
I advise checking out an online video tutorial if for nothing else to familiarize yourself with the process and what pages and questions you will see.
If the computer is booting fine with no errors, or gets to the bios boot screen the first thing you need to do is set up the list of boot devices in the bios.
This can be done on the bios boot flash screen by pressing F1,F2 or the delete key to enter the bios.
Once in there you need to locate the menu that says boot devices, or boot order of devices.
You will need to install the intended operating system from a Iso Dvd rom, setup installation dvd windows disk.
So in the boot order list make sure any dvd rom drive is set to number one in the boot list, and any hard disk drive listed is set to number two, three, or four depending on how many hard drives you have in the system. Save the settings in the bios before exit.
The system should restart, so put the windows cd/dvd in the dvd drive.
After a few seconds it should say press any key to boot from cd/dvd.
Do this and the install process of the os should start to run and install, to the hard disk in the system.