Step 14: Circuitry
That being said, start with a solderless bread board.
Either way, the big schottky diodes will need headers or wire soldered to them to fit in. They have leads that are too wide to go in. Regular diodes will fit fine, but they have a higher voltage drop. If you use the diodes I mentioned in the parts list, you lose less voltage with these big guys. Since every volt counts here, I'd highly recommend you deal with the added trouble of the oversize diodes.
When you put the circuit together, follow the rectifier diagram, watching the diode bands and capacitor polarity. Switching things the wrong way will make the circuit not work (or worse.) Attach a multimeter to leads off both ends of the cap and be ready to watch the voltage (start in millivolts for a reading, then work up as you spin it faster).
Attach coil leads by color per the diagram--they go between two diodes. The template should make this pretty clear.