Initial start up of a PC after assembly

I recently purchased enough parts to assemble a
new pc for myself. What should I expect for a response from it after assembly for a first time start up. Will I need to move the bios jumper on the board (intel board)? Or will it take me to the
Biossetup on it`s own? Or will I need to start it with my windows CD in the drive? I have never
done this before and don`t know what to expect!
This will be an experience I`m sure. I would
really like some help on this please. Thanks.