Running Dallin's Machine
Great. Please start with the visual instructions for assembling the extruder:
Note that you have to add that small 8 mm bolt and nut that I included in your package.
There are additional details on getting the extruder running here - pay attention to nozzle orientation so you don't melt the plastic:
The last picture is in this thread:
This post has more steps that detail the orientation of the heater block - there are 32 comments with each step at this post. Follow that exactly as shown. You don't need kapton tape, you can use masking tape on the flange of the extruder so that the hot end can not rotate.
When you have the machine all put together - run the software:
You need to upload the Marlin to the controller: set the right controller (Arduino Mega) and correct USB port - then upload.
Download the new initialization file (.ini) - which is updated.
Do the sample print - then adjust the z height on the probe. You can do that in the hardware - adjust the z probe until you get the right height. Or, change the z offset in configuration.h of Marlin, line 572. I am using -1.0 right now for the Z offset from extruder.
Let me know if you get stuck - we should get you up and running pretty easily - I have tested the full system that is exactly the same as yours.