There are bunches and bunches of installation videos on Youtube.
Take your time, dont create unnecessary risk unboxing/testing/playing with parts until you have everything.
Make sure to install standoffs in case before inserting motherboard, your board needs to be elevated from the metal in the case.
It is easiest to install CPU, heatsink and memory in motherboard first, and then put it into PC, and dont hold it by the heatsink.
Once you install the heatsink, removing it means you need to completely remove and apply new paste so dont remove it unless you have to (and it wont come with replacement paste either).
Make sure to lineup the arrows on the CPU when inserting it.
As long as you dont bend/break CPU pins, physically break...