1. Install the CPU and heat-sink
1.1 (Optional) Do a test build. This consists of attaching your power supply, installing your RAM, and attaching your video card and plugging it into your monitor to see if the motherboard recognizes the devices and shows that there is no boot drive. If it does that, you're good to go.
1.2 If you did a test build, detach the power supply and video card from the motherboard
2. Ensure your case is ready for the motherboard and drop it in.
3. This could come before or after the mobo, doesn't really matter, but your HDD/SSD can be installed, just leave your SATA cords fed into the proper area so all you have to do is attach them into their proper slots (same goes for your disc drives).
4. Again, this could come before or after you drop your mobo into the case, but install your PSU and screw it into place.
5. At this point I would recommend managing your cables so they're cleanly out of the way. I like to do it here since the video card tends to be somewhat bulky and makes it a little difficult to see things on the mobo (for fan connectors and the sort).
6. Place your video card into the PCIe slot and attach its power cable from the PSU.
7. At this point, before you box it up, install your OS and then close up your unit.
8. From there, simply ensure you install some antivirus and you're finished.
BTW, Newegg posted some guides on how to go about the build and while fairly long, they're a good barometer as to what should happen first and why. Just google "Newegg PC build guide," you should find them.
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