You will start by getting the motherboard and placing the cpu on the cpu slot most motherboards have a triangle in one of the corners so you align the triangle on the cpu with the triangle on the motherboard and drop it in.
Once the cpu is inserted you will add the stock cooler by aligning it with the motherboard and pressing down the four pins.
The easiest part is the ram you will push down the pins on both sides of the ram slot and insert the ram stick. Once the ram is inserted you push the pins back.
This is optional but you can install a wi-fi card for wireless connection. The slot is usually next to the ram slots.
First you will install the ios shield which is a guard for the plugs on the motherboard. Once the shield is installed you will insert the mother board and screw it on to the case.
Once the motherboard is installed you will remove the cover on the graphics card spot. Once that is done you will add the graphics card into the pci slot and screw it onto the case.
To install the hard drive you will slide the component into the hard drive space and use the screws to attach the hard drive to the case. It is almost exactly the same with an ssd but it will vary with cases.
To install the power supply you will put it in the case and make sure the fan is facing up for cooling reasons. Then you will screw the power supply onto the case as shown on the right.
It is very simple to install an optical drive all you need to do is slide it into the correct spot and use the 2 sometime 4 screws to keep it in place.
It is hard to explain how to install an operation system because all motherboards are different but usually you will put the window, linux etc disc in the optical drive and the motherboard starting screen will give you instructions.