First you will put the legs of the structure into their predrilled holes. Fill each of the four holes with wood glue and then set the legs into the holes. To help stabilize these legs while the wood glue dries you can use a dab of hot glue (comes off readily) on a piece of wood and glue it to both the base and each leg (see picture two). You will take this piece of wood off once the wood glue dries.
Next, (this can be done before the wood glue dries as well), glue the two smaller top pieces into place. This will also help ensure that the wood legs dry straight and the proper distance apart.
Once the wood glue has dried for the most part (not necessarily completely, but has stabilized enough) glue the long top piece into place.
Once that is completed wait for 24 hours until the wood glue dries completely.
Be sure you keep an eye on this structure, if you notice a leg tilting use more wood or a string to stabilize it! Don't underestimate the importance of the structure's stability.