What do I do once I've built the PC?

Solution
Start by turning it on. Put a Windows installation disc in the optical drive and install Windows. Then install drivers for your motherboard (there was a disk that came with your motherboard, with drivers for the on-board Ethernet port, chipset drivers, etc.). Then download and install drivers for your videocard.
Start by turning it on. Put a Windows installation disc in the optical drive and install Windows. Then install drivers for your motherboard (there was a disk that came with your motherboard, with drivers for the on-board Ethernet port, chipset drivers, etc.). Then download and install drivers for your videocard.
 
Solution
Turn on your computer then install windows. Since you said you got your parts from pcpartpicker, i assume it isn't a pre-build. Therefore, you must insert a windows start up disc via your optical drive.
Make sure your gpu and motherboard have the latest drivers installed. This can be accessed through a disc that should have come with your pc.