Let's break that down:
Place the platter on top of the center spindle. Then place the mat on top of the platter.
Wrap the belt around the pulley and platter. Rotate the platter as you install to maintain tension. Read more about belt installation here.
Slide the dust cover onto its hinges.
Connect the power adapter to the power jack on the back of the turntable. Then use the included RCAs to connect to your amp or powered speakers.
Gently remove the stylus cover. For Grado (pictured here) and Audio-Technica cartridges, pull the cover forward. For Ortofon cartridges, pull the cover down to remove.
If you have the built-in preamp, you can turn it on or off (complete bypass) using the switch on the back of the turntable.
If you have a cue lever, it can be installed and removed by sliding it on or off the tonearm base. You will hear a small "click" when the cue lever is properly installed.