The steps will go like this:
Build the machine, don't overtighten the CPU cooler mounting bracket (it should be in good firm contact but don't overdo it). Make sure that all power cables for the motherboard are properly seated into the sockets. For the 24 pin connector, if it needs a lot of force, best to support the motherboard from underneath.
Next, boot into BIOS by pressing the Del key repeatedly and see what BIOS version is on the motherboard. Also make a note of the Intel ME firmware version while you are there (it's on the first BIOS main page). The BIOS should be at least 2004 ideally. If not, use the flashback port and use a USB stick formatted to FAT32. You'll find instructions for doing that online - YouTube has plenty. The process typically takes 5-10 minutes and I would recommend that you install BIOS 2204. That's a good version. Don't use 2305 for now as it's locked and you can't go back to a lower version. Some people have reported problems depending on the RAM you plan to use.
Next, install Windows. I'd suggest that you allow Armoury Crate to install and that will sort out most of the drivers for you. Reboot if you need to as required. Once everything is stable and working, then you can install the Windows MEI drivers and after that, update the ME firmware recommended for the BIOS that you have chosen (see motherboard support pages).
Hopefully that provides a high level overview of the process. Any questions, just ask.
Then you can finish off any Windows updates. Then check Device Manager and see if any devices are missing drivers - you will probably also need to install the Rapid Storage Technology drivers manually.
Z690 Hero, BIOS 3501, MEI 2406.5.5.0, ME Firmware 16.1.30.2361, 7000X Case, RM1000x PSU, i9 12900K, ASUS TUF OC 3090TI, 2 x 16GB Corsair RAM @ 5200MHz, Windows 11 Pro 23H2, Corsair H150i Elite AIO, 4x Corsair RGB fans, 3x M.2 NVME drives, 2x SATA SSDs, 2x SATA HDs.
