Step 4: LEDs
LEDs have a positive and negative end. The easiest way to tell them apart is by the longer end, which is positive. On the PCB, the negative end is closer to the edge.
Insert all the LEDs into the LED spots with the shorter tail close to the edge. Follow the usual procedure of bending the tails a little bit before soldering, solder, and then clip off the tails. Don't worry if any LED is not perfectly straight; it won't be noticeable.