The exact order of assembly will depend on the preference of the builder but convention is to fit the resistors/diodes first followed by capacitors, transistors and finally the IC socket/USB/conectors in that order.
After preparing a suitable working space take the PCB and the 1K2 resistor (Brown Red Red) or 1k (brown black red). Fit this in the location marked for R3 as shown:
Now for the diodes (small glass beads). Fit these in the location marked for D1-4 as shown. Note they have to fitted the right way round, the black band faces the same way as the white band printed on the PCB under them:
Now the transistors. Fit these in the location marked for T1 and T2 as shown. The flat side faces to the top of the board as shown and is also printed on the PCB:
Next the two axial coils. These are only supplied with the first batch of kits, later versions do not include them - just replace with wire links. Fit these in the locations marked for L2, L3: