Putting this together is relatively straightforward, but I’d break it into two steps: screwing together the fittings and wiring the solenoid.
Regulator parts assemble per the picture above. I used Oatey “Great White Pipe Joint Compound with PTFE” from Home Depot to seal the connections (an alternative is RectorSeal “T Plus 2”) and a range of English sockets was helpful in getting the pieces tightly screwed together. Use the pipe dope sparingly (see detail pic below) – you don’t want it getting inside the fittings.
I found it easiest to start with the regulator and the 1/8 NPT to 10-32 adapter. This way, you have something weighty and meaty to grasp while tightening all these tiny fittings. Note there may already be a fitting on the regulator that needs to be removed first. Also note that is not my hand in the picture below, my kid was "helping" out.
One last note is make sure you have the in/out markings on the solenoid oriented correctly. The “in” should be closest to the regulator.
Worth mentioning that I don’t know of any standards for torquing these fittings, so I went hand tight using the smallest
wrench I had. Regardless, you can test for leaks by putting a drop of dishwashing soap in a jar of water and “painting” this solution on the connections between the fittings with a brush. Do this while the regulator valve is open but the solenoid is closed. If there is bubbling at any joint you have a leak and you should disassemble / reassemble with more pipe dope and / or tighter torquing on the fittings.