did it come with instructions?
I'm not sure how to answer that question. I've seen the kits, and they look relatively straight forward. I would start by cleaning the flash out from the windows and along the edges, on the body and all other parts.
You'll want to use a set of jewelers files, an exacto blade, and a sanding block. If it all possible, avoid taking away to much material.
Using prototype photos, remove any extra material around the end doors. there is an unnecessary lip on the door in this area.
Now would be the best time to use a pinvise to drill out all headlight, class light, and ditch light locations. Drill out any other part locations, such as horns, handrails, roof-top details, pantographs.
After you've prepped the shell, paint it. Save the decals for the last step. Silver paint, or Alclad Chrome works well for simulating the metallic body of these cars. Polly Scale Stainless steel matches the "end" faces, which are brushed steel and a little duller than the sides. The underframe is black, though some parts are a gray-tan (probably from dirt and grime), so check the photos.
Now make any extra sub-assemblies. Assemble the pantographs if necessary, and attach them. I personally would paint the roof-top resistor grids before folding and attaching to the car body, but its up to you.
Assemble the trucks and mount them on the floor/frame. If you have a power truck, now is the time to install it. do all the wiring for the lights now.
apply decals, and give it a clear coat.
When this is dry, add the windows.
You can now fit the body shell to the floor, and install couplers.
Thats roughly how I'd do it.