Unwrap all the frame pieces. They will be labelled, left, right, top and bottom.
Using the wedges that are provided, insert them into the ends of the frames. Very self explanatory where they go. There is one large wedge and one small wedge per piece of frame.
Join the frame together, making sure your wedges are sitting flush and not protruding through the back of the frame.
Once the frame is together, take the frame over to your window.