Align the pocket hole at the end of the shelf with the anchor (you can see through the pocket hole to the wall) and replace the dowel pins on the corner post.
Take one Kreg screw and drive it through the pocket hole into the post. I chose to screw this connection together rather then use glue in case I ever want to move this thing to a different wall. Simply re-installing it requires this connection to be undone since the anchor for the shelf at the far end has to be put in with the shelf out of the way.
Take a second a second screw (I chose to use a non-self drilling screw here) and drive it into the anchor that's in the wall at the far end of the shelf.
Repeat this Install process for the remaining 4 shelves.
Put stuff on the shelves and you're done! Thanks for reading and please let me know what you think of the yarn inlay. It won't be the last you've heard of it from me.