If you're using the same CPU as before, what is the reason for the upgrade? Did the first one malfunction somehow?
Other than that, there's not really much to do. Make sure you've cleaned the cpu well and applied the correct amount of thermal paste (a bead/droplet a couple of mm across in the centre of the CPU), fasten your cooler as per its manual, insert your graphics card if you have one, connect all relevant cables (fans, power, drives, etc.). If cables are hard to connect with the GPU in, connect them before inserting it. Power on. Install any relevant drivers for the motherboard. Done.