It's not rocket science. Make sure the parts are compatible (this info is widely available, and pcpartpicker.com is pretty good at checking against common compatibility concerns). The actual assembly then is a bit like putting lego bricks together. Mostly it's putting the pieces into the right slots in the motherboard. The CPU and RAM can be placed outside of the case, as the heatsink might be easier to put on this way and once installed you can slip the board into the case handling it by the heatsink.
There's a rear shield that just pops into a cutout in the back of the case to cover the area around the ports in the rear of the board (this goes in before the board). Once the board is screwed down it's just sliding any cards into place, putting the power, USB, audio and front panel cables on the board as well as SATA cables from hard drive or SSD and optical drive (if any).
Observe basic precautions - working on an insulated surface and ground yourself by touching a metal surface should suffice to protect the parts from shock. Make sure there are standoffs (little extensions from the back plate in the case that space the board from the metal beneath) and that these match the hole locations but there are no others that don't line up with the mounting holes. Most obviously, never plug or unplug components while there's power in the system.
Once all together, power it on and assuming it starts, boot from a windows install disk to start the installation process. When windows is done, take out that disk or flash drive and put in the motherboard driver disk (and graphics driver disk if including a card) to get everything working in Windows.