It's Going To Be A Long, Detailed Listing...
Generally:
1) structure (frame, headset roughly adjusted, stem/handlebar, seatpost, saddle)
2) Wheels (off-bike, adjust/grease hubs), grease freehub/cassette interface, cassette, hand stress spokes)
3) drivetrain (bottom bracket, cranks, derailleurs, shifters, rear wheel)
4) shift cables (align derailleurs by hand, add cabling, add chain, rear derailleur fine tuning, front derailleur fine tuning)
5) front wheel on
6) brakes (calipers, cabling, straddles, shoe placement, pad toe-in)
7) true rims
8) mount tubes and tires, rimstrips if not originally supplied.
9) pedals, handlebar tape
10) put bike on trainer
10) saddle position and shifting - fine adjustment and readjust for cable seating
Grease all threaded fasteners and components (bottom bracket, cable tension adjusters,etc). Specialized anti-seize for carbon-to-aluminum interfaces, or carbon-carbon, grease press-fit interfaces handlebar clamp, stem clamp. No grease/lubricant for modern, lined cable-to-housing interface (but there's some debate about this).
Use your component web-based tech instructions for installation/adjustment guidance. Make certain that your cables (especially on the front derailleur) feed properly over the tab at the cable clamp, as this affects the proper throw of the derailleur.
Good luck.