Your saber comes almost completely assembled. The only step required is attaching and securing the blade to the hilt. The process of doing it is similar for all saber models. The number of screws and their location can vary between models.
Watch the demonstration below on how to attach a blade to the Duelist lightsaber. Other sabers follow using the same principle. Please make sure not to cross thread the screws as it will damage the threads in the emitter.
Torque the screws gradually instead of fully torquing each screw right away.
Your saber came with a small tool bag that contains an instruction manual, allen key and several screws. A sample picture is below. You can also refer to more detailed instructions here.
Important: You only need to use the short screws to secure the Polycarbonate blade in the hilt. The other screws are spares that you might need if you remove the core from the hilt.
To charge the saber use the provided charger to either take out the battery from the hilt or plug the charger in the hilt directly. Please refer to the video below on how to take out the battery.