When the anchor bolts have been fitted, replace the plywood sheets. Consult your local building code for required nail size and spacing. The plywood is a shear wall and is intended to withstand shear forces during an earthquake, so it should be securely fastened to the studs. Nail above and below the cut into each stud, optionally using nail plates for extra strength.
If using a nail gun, ensure that the nail heads are not driven significantly into the wood as this impairs their holding ability.
Re-fit the building paper, using tuck tape to seal any cuts.
Nail the plywood to the sill plate. I used a rod-in-pipe nail driver to drive nails immediately adjacent to the metal cladding, which tended to spring back into position.
Re-fit the siding starting with the top plank. Insert the tongue of each plank under the next one up. It may help to drive nails partway to hold one end of the plank while fastening the other - if the position is not correct, they may be easily removed with a claw hammer. Seal any overlaps or holes with caulking.