1. Assemble the mobo 'setup'
Insert your RAM into the corresponding slots (vertical, to the right of the CPU socket, usually blue or black). They only fit one way, so make sure the notch on the RAM dimm lines up with the notch in the socket.
Insert the CPU into the CPU socket. Open the socket by unclipping the lever and removing the plastic 'spacer' thing they use to fill the socket. Insert your CPU gently, with the gold pads/pins facing the mobo (the silver side faces up). Make sure the CPUs notches (its on the green bit), line up with the notches on the CPU socket. Make sure its well seated, and then re-clip the lever. This may take a bit of force - I was worried the first few times as well. Dont sorry, its supposed to fit snugly.
Instal the CPU Heatsink (im guessing you're using the default one). Line up the black pins with the holes around the CPU socket. Press, and they should "click", then turn them in the direction indicated by the arrows on the top of the black plastic screw things. If its installed correctly, you should be able to lift the CPU heatsink, and the mobo should stay attached SOLIDLY to it. If the CPU heatsink feels loose, its NOT installed correctly.
2. Install the mobo 'setup'
Get your case on its side, so that the flat part (where everything screws into) is on the bottom. Install the IO shield (the thing with the USB-holes and so on) into the case. The case probably has a place-holder pre-installed, so just replace it.
Angle the mobo in so that the rear-pannel stuff (USB ports and so on) slides into the IO slots. Once its into the IO slots fairly well, line the mobo up with the screw holes on the bottom of the case. Even without the screws, it SHOULD fit fairly nicely.
Put in all the screws needed (usually 8 to 14, depending on mobo). Make them fairly tight, but not insanely tight. Too tight might strip the screw holes, making removing the mobo a nightmare if you need to in the future (if you upgrade the case or something).
3. Install the GPUs/other PCI/PCI-E stuff
Remove the back panel placeholders that block the area of the first PCI-E lane. Angle the GPU in so that the back end (the back pannel) slides into the hole between the mobo and the case. Then angle it downwards so that the PCI-E part actually fits into the PCI-E lane. It should clip in and that's that.
4. Install peripherals (HDD, DVD drive, etc)
Should be fairly self-explanitory. The DVD drive goes where it normally goes. The HDD/SSD goes into the HDD drive bay, and is held in by 2-4 screws. the SSD MAY need a drive-adapter, so check for that. The SSD would screw into the adapter, then the adapter into the case like a normal HDD. Then instal the SATA cables from the HDD/SSD/DVD drives into the mobo SATA ports (usually blue/grey on the mobo, usually in the lower right part, near the front of the GPU).
5. Install the PSU and wiring
The PSU really only fits one way, so put it in correctly, screw it in, and then start wiring. Each cable only fits one way, so its hard to mess this up. The giant 24-pin (the biggest cable) goes to the mobo. The mobo also might need its own 4, 6 or 8 pin cable (usually near the top left). If the cable fits, you did it right.
The GPU will need two, the fans should all plug into the mobo, or into special fan-to-molex adapters. The HDD/SSD/DVD drive all use the same type of molex cable.
Next up is possibly the hardest step: the front pannel stuff. Usually the mobo is labled, but sometimes you'll need a manual. Get the front panel cables (power, etc.) and install them. Really, you only need to power cable, but you might as well do all of them. Each cable is labled.
6. You're done
Plug the PSU into the wall, plug in the screen/mouse/keyboard and hit on. If its all done right, it'll beep, then you'll get the BIOS screen followed by "NO OS detected". Insert the OS disk, boot from the disk, follow whatever it says (im guessing you want to install to the SSD, so pick the SSD when picking the drive).
Also, there's literally a million videos on youtube.