The best way to assemble these types of staircases is to try and prop them, upright, so the risers and steps can be installed level.
Holding the stringers, upright, with clamps and using hand held weights to keep them steady, allows me to place the risers and steps without the staircase shifting. Just make sure you position the stringers at the right width.
I stained the steps and painted the risers. This has to be done before assembly.