Don: I haven't built that gun but Dixie rates it a Skill Level 1 which means it is about 95% done before you start. Says Dixie "Will require final fitting of metal parts, final sanding and finish. May require some holes to be drilled. Metal may require some minor polishing and require bluing or browning."
A few thoughts:
1. Take your time, try hand fitting parts together first. If they won't go find out why and use a good file or sandpaper to remove just the offending area. Keep edges sharp and crisp.
2. If you have to drive the sights into the dovetails DONT hit them directly with a hammer. Use some soft metal(brass or aluminum) or hard wood between the hammer and the sight.
3. If you need to install screws it is best to drill a pilot hole with a 1/16 dia bit. Put some bar soap on the threads before screwing the fastener in. It lubes the threads and keeps you from having to apply excessive force to the screwdriver.
4. Use a screwdriver that FITS the screw slot.
5. If you want to remove a lot of wood, sand across the grain. If you do this, always finish it by sanding with the grain to smooth the surface and remove scratches.
6. To smooth the barrel and other metal parts use the Silicon Carbide wet/dry paper. (Emory cloth is about as useful as hind tits on a bore hog). Start with 120grit and finish with 400 grit. Wrap the paper around a block of wood and block sand to prevent rounding the barrel octogon. Sanding should be done dry.
7. Most plains guns barrels were browned but it's your gun. (If your GPR rifle is blued then I think the pistol should match it. Historically there WERE some blued guns then). The easiest thing to do is buy some cold blue and blue the barrel. Be sure to degrease the metal before blueing (or browning). Any oil (from your hands) will cause a mottled uneven finish. I use acetone or lacquer thinner. I also wear washed cotton gloves (or latex gloves) to prevent contaminating the newly degreased surface. To even out light areas (if any) wash the barrel with soap and water (hence the latex gloves). Dry with a paper towel and reblue.
I don't have space enough to get into Browning but there is a little about it in other posts.
8. Dixie says your gun has a Walnut stock so it shouldn't require anything but a finish and whiskering. To whisker it wet the wood and let it dry. It will feel rough. Use NEW 220 grit sandpaper and lightly sand WITH THE GRAIN just enough to remove the whiskers. Do this at least 3 times. The last time should raise almost no whiskers.
9. To see what it will look like wet the wood and take it outside. While it is wet, that is what it will look like if you don't stain it. If it's too light, I recommend Birchwood Casey Colonial Brown (kinda redish) or Walnut (thinned with a little water). Because this is a water based stain if one coat isn't dark enough you can always stain it again. (My curly Maple may take 4 to 6 coats before I get what I want).
10. Finish it with Linseed Oil, or Tung Oil (some people are allergic to this), or Birchwood Casey Tru-Oil.
11. Dixie says ta load her with a .490 ball in a .015 patch with 30 grains o' FFFg an' let her rip!
Ah'm a-bettin she looks as good as she shoots when yar done with her!