The manuals which come with the parts will make everything very clear. I'll write up something quickly for you:
1. Set up the case, and put the standoffs (small screws with a thread on one end and a hole in the other) into some of the case holes. The ones for an ATX motherboard should be marked, or work out where they are. Make sure you don't put any in the wrong holes, as they may short out the motherboard.
2. Install the PSU. There will be screws and screwholes - you can guess what you do
3. Install any extra fans, but don't wire them up.
4. Install the CPU and heatsink in the motherboard - follow the instructions which come with the CPU
5. Install the RAM by placing it in the correct slot with the catches open and pushing down on the center of the RAM into it snaps into place and the catches are in the notches of the RAM.
6. Install the motherboard by screwing the screws into the standoffs.
7. Wire up the motherboard - put in the 20 pin ATX connector and the 4-pin auxillary connector, any molexes the motherboard needs, and wire up the internal fans and the heatsink fan.
8. Install the hard drive and connect the cable to the motherboard and the power connector to the hard drive.
9. Install the optical drives - these normally can be installed in the front. PLEASE NOTE: IF YOU HAVE TO INSTALL THESE FROM INSIDE THE CASE, ITS BEST TO DO THESE BEFORE INSTALLING THE MOTHERBOARD. Wire them up with their IDE cable or SATA cable and the power connector.
There you go
Don't rely on this as definite - it's just something I've drummed up in a couple of minutes. Always read the manuals and instructions for your parts BEFORE attempting to build the PC.