Build directions
It's really easy to build this bridge. Start with mounting the diodes on the heatsinks. You don't need any insulation because the heatsinks aren't connected to anything. Solder the heatsink with a very small drop of tin, just so it won't fall off. Then solder the diode. When the whole bridge is finished and tested you may solder the heatsinks a little bit better. This is just a precaution if you want to remove the heatsinks of some reason before you are completely finished. Once you have soldered them in they will be impossible to remove without damaging the pcb.
Mount caps and optionally the resistors. Just solder them in.
Mount connectors, the type you have chosen.
Soldering
Some parts are demanding in terms of heat. The pcb has thick copper which cools good. Therefore you must "fire up" some pads. Those pads with wide traces demands lot's of heat. If you have a temperature controlled soldering iron turn up the temperature to max, maybe 450 deg C! Stop warming when the tin has start to flow up on the component side. See the picture above. Note also that the lug had a thick oxide layer. The soldering joint isn't perfect. The tin hasn't wet the surface of the lug but still, the quality is fair.