Not much can be said on this subject, other than to follow the instruction book which should come with the kit. However, there are a few points worth mentioning:
Insert the components in order of size, smallest first. It can be very difficult to insert small components if larger ones are in the way. If any wire links have to be fitted then put them in first.
Make sure components such as resistors sit flush on the board, so there is no gap between the component and the board. The only exception is where components may dissipate some heat. Apart from looking neater, it gives the components some protection. However, some components such as transistors should stand slightly proud of the board - check the instructions.
Be systematic about inserting components, and try to make the board look as neat as possible. A neat looking board is more likely to work first time too. If you are not happy with how a component has gone in, or a joint looks bad, carefully remove it and try again. Solder joints should be shiny, if not you have probably made a 'dry joint' which needs removing and re-making.
Check that you have connected external components the right way round, and to the right points on the board. Components such as LEDs, diodes, transistors etc. are polarity sensitive.
When the board is complete, it is time to see if it works. However, read the top of the next page before applying power.