The headset installation is at best a hassle with just a hammer and a block of wood. And at worst a huge, blasted pain if you don't have a tight-fitting driver to set the crown race. And may even turn to be impossible if you're using a new fork but hoping to reuse your old headset and need to retrieve the crown race from the old fork.
In short, it may be better get a shop to at least take care of the headset. Otherwise, my advice to you is to take the needed time to work up facsimile of a headset press and lower race driver before embarking on the assembly. Unfortunately, buying these tools from Park quickly blows the budget on most amateur builds which I can think of. And my experience has been that without the appropriate tools you'll experience feelings ranging from rage to despair, trying to get that lower race from an old fork onto a new one.