Step 1. Research what hardware you want based on the PCs intended use and your budget.
http://forums.anandtech.com/showthread.php?t=80121 see that thread.
Step. 2 Read the manual that comes with whatever motherboard you choose.
It will tell you (and show you with illustrations/photos) how to install the CPU, CPU cooler, RAM, and other components you may have like a graphics card etc.
It will also tell you what wires to connect from the case (like power button, activity lights, front USB etc)and power supply connections to the mother board.
If you need visuals there are tons of YouTube videos on how to build a computer
There is NO soldering or "special skills" other then common sense and patients needed to build a computer.
Components in a modern computer are kind of like those little peg and board games we (at least us old timers) use to play with as kids..you know the round peg goes in the round hole, the square peg in the square hole, and so on.
In other words most parts and wires are designed to only go in 1 way.
The hardest and by far most time consuming part is installing and configuring the software and doing the initial windows updates.
The best tip I can give when installing any software is to choose "custom" when given the chance. that way you can opt out of all the crapware and/or tool bars which you don't want or need.