Ground yourself. Line up the holes on the motherboard with the holes on the case. Tighten the screws firmly but don't overturn. Install the PSU in proper up or down direction and connect ATX cable (the giant one) and CPU one (This is probably the trickiest part of the process) (the PSU has a 8 pin connector that can be detached to form 2 4 pin connectors - it took me forever to find this!!).
Install case fans in best direction and position for proper air flow. They can always be switched out after if the airflow is poor due to the direction of the airflow. Install the GPU and connect any PCI-E power adapter(s) to the video card if applicable (6 pin/8pin if the additional 2 pin is used as well - just calmly look over the PSU box/instructions).
I usually use a hard drive with the operating system already installed on it (by installing the OS on a desktop computer that is already up and running) since I barely use optical drives nowadays. Install the hard drive with a screw driver is NOT magnetic or it will kill the hard drive. Connect the SATA power cable (the wide one) from the PSU and connect the SATA data cable (the narrow one) to the hard drive and to SATA1 port on the motherboard. Try booting it up and ask other people questions here since I have no idea what else goes on after that. Good luck