First turn on the computer. If that boots, pop in your Windows CD and get it to boot from the CD (usually you need to change boot order in BIOS). Follow the instructions, Windows will install. Afterwards, install motherboard drivers, video drivers, sound drivers, and peripheral drivers (such as keyboard/mouse). Turn on Automatic Updates and Windows Firewall. Install an anti-virus.
Now you can hook up your internet.
Upon acquiring access to the internet, update your drivers to the latest ones. I also suggets installing Zonealarm and Adaware. Now you're ready to install everything else you need (Microsoft Office, games, etc.)