Take your various parts and assemble them by dragging them onto new layers (naming the layers appropriately helps). Make sure to keep your layers in the proper order--for instance, on Lex, while I laid his torso down first I have to remember to that his left arm (on my right) needs to be on a layer underneath the torso layer to make sure that it's hidden appropriately during various motions. You'll also need to remember that when assembling the face--the head goes as a base, with the facial features on layers above, then the hair on top of that.
You may need to scale some of your parts to make them fit together correctly as you try to arrange them seamlessly. Zoom in close as you're working to position each one, check how the lines and colors merge as you layer them on top of each other, and then zoom back out again to get the overall effect.
Once you've assembled your character in full, we'll move on to the last (and trickiest) part of this lesson, which will get our character ready to really be animated in the next lesson.