Step 2: Effect Necessary Repairs
I thought I'd include this bit of common-sense advice here. You shouldn't build a trellis like this up against the side of a wall if you suspect that you might have to paint or repair that wall during the growing season. Pumpkin vines get brittle, and break easily. I can't imagine anything worse than losing a bunch of pumpkins because you broke the vine.
Pictured is a female flower. You don't want to lose these girls, because they get big, orange, and delicious in pie. The leaf next to it was broken off accidentally. Breaking leaves and stems is something that should be avoided at all costs. Hence most of your construction should take place while the vines are young.