Here are the big parts composing the kit: PCB, pin headers, crystals, SD card holder, USB, jumpers, and PIC18F27J53.

As opposed to... 

... small, very small SMD components :)

Those are stuck on a paper showing the Bill Of Material (BOM). Make sure to get components, one by one. You won't be able to identify them (eg. capacitors) once they're far away from their label.

(Thanks to Trev for this great idea)

OK, here we go. You'll need to thin soldering iron, and ideally a hot air station, particularly useful when soldering the SD card holder.

But for now, we'll build the power supply part. Start to solder micro USB connector. Make sure there's no shorcut between pins. On this photo, the two most left pins are shorcut, no good... 

Congrats, soldering USB connector isn't that easy. Let's continue. 

Solder C7 tantalum caps (yellow), D2 Schottky diode, AMS117 3V3 voltage regulator, D1 protection diode.

Note: tantalum have a bold line showing their anode. It's not the cathode, as with diodes for instance. Silkscreen for tantalums shows a curved end, this is where the bold line side should go. Zoom the photo as needed.

Solder LED1 (power supply LED) with its resistor R5. 

Solder both 1x3 pin headers, and put jumpers on them, like on the photo. Be careful.

The first jumper on the left is to select whether you want the board to be powered using a battery (using the two big pads, refer to top side image), or USB. Putting the jumper as shown on the photo will select USB as power source. This is what we want

The second jumper is critical. It selects whether you want to bypass voltage regulation or not. In our case, since USB powered, we have to, we must use voltage regulation, so we put jumper as shown. If we had powered the board using 2xAAA 1.5V barrery, we could bypass regulation as 3V would be enough to power the PIC. Don't touch this jumper unless you're sure about what you're doing, you can burn your board otherwise.

LEDs are polarized, make sure to respect polarity. LEDs show a small green dot reprenting the cathode (the bar at the top of triangle/arrow).

(zoom the photo, you'll see the green dot...)

Celebrate this momentum, and admire your red LED. Have a break, breathe gently and deeply.

Let's continue.

Solder R1, R6, C13 and push button. This is the reset circuitry. Add decoupling cap C4, LED4 and R20.

Then solder C3, C6, C12, onboard LED2 and R2. Then C1, C2, C9, C10, C5.

About C12: this is 1µF cap, 0805 form factor, but pads are greater. Just make sure to add enough solder to create connection.

OK, drink some water, relax yourself, we now have to solder PIC18F27J53. Not that hard, much more esier than USB connector for instance. As usual, make sure there's no shortcuts, and make sure pins are exposed to pin headers. Careful: no all pins are connected to headers, for instance, USB pins and Xtal aren't exposed by default.

The hardest part: SD card holder. Hard because pins are below the component itself. This is where a hot air station is very helpful. But you can still doing this using a soldering iron, and approach the tip below the holder.

You can postpone this step if you like. You won't be able to use SD card (obviously) but you'll be able to check everything else is ok. 

SD card holder soldered, good job (or not...)

You can also solder pullups resistors. These are for SD-card. Sometimes they are useful, sometimes not. Start on the safe side and solder R11 and R12, these are /SS pins for SPI/SD-card and SPI/extra memory chip (if you want to add it later)

Almost done !

Solder C11 on the bottom side.

Now configure your board with solder jumper. Solder SJ7 and SJ1. Here were connecting Vusb to Vdd, and select pin A5 as SCK pin in SPI protocol.

You can also see on this photo how C12, the 1µF cap, is soldered on big pads.

If you have a Xbee (and something using the same form factor), make sure to first plug Xbee pin headers before soldering them. Those headers aren't symmetrical, so if you solder them "randomly" your Xbee may fit as well as it could.

So plug your header on your Xbee, position the whole on the board, solder 2 or 3 pins on each pin header, remove your Xbee, and finish soldering.

If you don't have any Xbee modules on the like, I suggest to postpone this step, until you really need it. These pin headers are also very hard to unsolder without damages.

OK, done ! Celebrate again !

Top side should look like this.