I have always installed the minimum peripheral card(s) when building a new rig (video card only) and then install the OS. Doing this minimizes any conflicts and makes it easier to diagnose problems with the initial build, instead of just throwing everything in there at one time. But you *can* do it either way.
Then go back and add each device (sound card, WiFi card, second GPU for SLI/Crossfire, etc.). This also gives you more control over being able to get the latest drivers for each device from the manufacturer website and upload to a USB drive from another PC, as the CD/DVD disk that came with the card may not have the most recent driver update (an obvious necessity if you are only able to use WiFi and cannot temporarily connect a...