This part is pretty easy, once you've prepared a home for it. Of course, this is what Sterling, Salmon, Becker and Savarese wrote the whole book How to Build a Beowulf to tell you to do, so maybe it isn't that easy. I'm going to give you the relatively short version here and refer you to the SSBS book (and or a linux book) if you want still more detail.
Basically, you start by setting up all your nodes physically. This may be stacking them up on the floor or on shelves or on a table. It might be assembling a rack. It might be just uncrating a turnkey beowulf if you shop at Paralogic (www.plogic.com) or Alta Tech (www.altatech.com) or any of the other turnkey beowulf makers.
Plug them in, cable them up (which means connect all the NICs to their switch, generally, and you're ready to install. At this point what you do depends very much on how you configured the nodes, which in turn probably depends on what you planned to do at this point.
Uhhh, say that again? Well, hopefully you READ this whole book before ordering all your nodes, didn't you? So when you made certain configuration decisions you did so knowing what you planned to do when you got here. So all I have to do now is tell you what those decisions might have been and what to do if they were, or something like that. I'm confused myself by this point.
Let's do this by going from the easiest but most expensive and perhaps most time consuming to the cheapest but most difficult ways of managing an installation.
The easiest, of course, is to buy a turnkey beowulf from one of the aforementioned vendors (or one from the lists given in the appendices; I'm not on the take of Alta Tech, although in the spirit of full disclosure I have to say that Doug Eadline of Paralogic did indeed give my kids Extreme Machines tee shirts last year at Linux Expo). If you did this, I rather imagine you plug it in and turn it on and go about setting up accounts and all that. In any event, if you did this you don't need my help as you likely bought help (support) along with your beowulf.