Each component comes with its own manual and there’s plenty of videos online unboxing and how to install them. It’s not that hard it’s more about being careful not to damage anything because of electrostatic discharge and making sure all components are compatible.

Ideally I’d start with the motherboard, then pick a compatible CPU and RAM (these may be different depending on revision of motherboard or BIOS version). Realistically I fall in love with a case first.