Leadscrews
I recommend installing the bridge axis leadscrew first. It's easier to reach and see, so it's a better place to start.
The leadscrews already have the couplings installed on them when you get them. Holding the coupling end, carefully insert the leadscrew into the hole for it in the motor mount plate, being careful to avoid contact between the leadscrew's threads and the metal plates.
Once it's in a bit, slide on a bearing, washer, and shaft collar in that order. These will support the leadscrew on the side you just slid it into. Next, run the leadscrew into the threads on the axis slide. Thread it through then on until you've got several inches sticking out the far side.
Now you can slide on the shaft collar, washer, and bearing for the other side (in that order.) Move the leadscrew across and into the opening for it in the other sideboard. Once it's in place, put the bearing in place on that side, then position the bearing in its support on the side you first put it in. The shaft collars should be positioned to press firmly against the washer and bearing on both sides. The leadscrew will stick out a short way (about 1/2" or so, don't worry about precision too much, you'll probably adjust things when you mount the motors.) The shaft collars take a 7/64 hex key to tighten them. (And the set screws in the couplings will take a 3/32 hex key when you get to motor installation.)
Table Axis Leadscrew Install
Once you've installed the bridge axis leadscrew, you'll be enough of a pro to make quick work of installing the table axis leadscrew. The process is the same, just lower and 90 degrees off.
Once both leadscrews are in place, you can do another round of axis tweaking as you move the slides by turning the leadscrews by hand. Chances are any differences will be minor. You probably won't find a lot of need to make further adjustments until you've got motors hooked up and moving the slides fast enough to squeak on the shafts a bit.