Mount all the stuff that needs mounting first
bottom bracket, crank, bars, seat, shifters, brakes, derailleurs, cassette, wheels. Order is unimportant but wheels generally make the thing easier to handle
get the height set correctly on your front DR after everything is installed
then wire up the brakes - make sure you use the right cables, the housing is different for shift cables
then wire up the shifters (brifters?)
It is ABSOLUTELY CRITICAL that you get the cable path correct for your derailleurs. find some brand specific youtube videos to watch if you can.
tape the cables to the handlebars and then fine tune the adjustment of your DRs
tape the bars, pump up the tires, go for a test ride.
It's not particularly hard but it can be frustrating if you haven't done it before. Just take your time and have fun with it.