The LED wires are meant to go behind the linear rail in the frame channel. I decided to wait to install them to prevent damage during assembly. If you don't want to remove the Z linear rails at a later point, now is the time to install he LEDs

The following steps are the same for both the left and the right side

Take 1 400mm linear rail. Insert 9x M3x8 socket head screws into the holes. Do not put a screw in the top hole(blue circle)

Thread 9x M3 T-nuts onto the M3x8 screws enough so they won't fall off.

Align the linear rail so the T-nuts drop into the channel on the 20mm face of the 442mm 2040.

The top of the linear rail should be flush with the face of the 496mm 2040. Using 2 2020 linear rail guides, start at the top and work your way down the linear rail tightening the M3 screws so they're snug

Once all M3x8 screws are snug go back and tighten them 1/4-1/2 turn to tighten them completely.

Once again be mindful of the MGN carriage. You don't want the carriage to slide off the rail during assembly. To secure the MGN carriage you can wrap masking tape around the MGN carriage and the frame