Step 1: A trip to your toolbox
1) An old motherboard
2) A (preferably old) power supply
3) The rest of the parts to function with your motherboard
The tools you will need are basically these:
1) Wire cutter
2) (preferably) Soldering iron
4) Insulation tape or shrink tubing.
You might want a screwdriver in case you want to take out your power supply to easily work on it.
Once you have the above materials you can get started.