Prepare your drivers and motors, i.e. solder the gold connector to your motors and drivers to easily work with them.
Solder the drivers to the board in order to provide energy to all of them. Also you have to solder a connector to your battery.
Mount the arms, motors and drivers to the frame.
Mount flight controller. You will see that the frame is thought for bigger size (46mm) flight controllers. As the Naze32 is a 36x36mm you will need some kind of adaptor. I designed and print one you can find here on thingiverse.
Once so far, just need to plug all the connector on the right place and start configuring your flight controller.