Press Start, Settings, Control Panel, Add/Remove Programs, Startup Disk and follow the instructions - nothing complicated.
When you boot the floppy, select "With CD ROM Support" and a driver will be loaded so you can access your cd drive.
Plan your hard disk partitions first - If you're not up to speed on fdisk, read up on it (primary, extended and logical partitions) before you install Windows.
A couple of other suggestions -
If you've got a large hard disk and you're not planning too many drive letters, then you could set up a logical partition (at least 700MB) and copy your Windows CD to it. Then install Windows from that drive, and you'll never have to insert your Windows CD again. (This is worthwhile if you expect to fool around a lot with your hardware - if not, don't bother with this.) To copy the Windows cd to your HD, you'll need to copy XCOPY.EXE to your startup floppy. You can find XCOPY in C:\Windows\Command. Boot to the floppy with cd rom support, at A: type this:
xcopy Y:\*.* Z:\*.* /s (where Y = your cd drive letter and Z = the drive letter of the small partition of your hard disk.) (there's a space before the Y, before the Z, and before the /.)
Check the motherboard and chip set makers' web sites for up to date instructions on which mb drivers to load for your operating system. It can vary. The cd that comes with the mb may not explain it, or may be wrong.
If you're using an older graphics card, check their web site for the latest driver for your os.
After you've istalled Windows, install the mb drivers, then install the graphics card drivers. Reboot after each of these driver installations, even if you're not prompted to it.
Leave the bios at the default or auto-detect settings, at least until you're satisfied that your hardware is working ok.
You'll learn a lot building your own. And don't worry about getting it wrong - as long as you don't break anything you can always fdisk, format and start over (speaking of not breaking anything, be sure to read Larry's posts about improperly installed cpu heat sinks).
Have fun. Jim