The Unicorn MK1 is a pretty straightforward build. All of the parts simply bolt together. You'll have it done in less than an hour for sure.
Note: I posted some helpful hints and extra pictures to help you along the way. I built my Unicorn just using the Wiki instructions below - the photos at the bottom of that post are mostly pictures of intermediate steps. - MakerBlock
Stuff You'll Need
The following things are not included in the kit:
For running the Unicorn
- pens/drawing implements
- an extruder controller
For building the Unicorn
- 2.5mm hex key
- 2mm hex key
- flat head screwdriver (for extruder controller screw terminals)
- Philips head screwdriver (for attaching parts to the servo)
- needle nose pliers
- hot glue gun
- lacquer/shellac/sealer (optional)
Here are the various things included in the kit:
Lasercut Parts 
Servo Motor [2-13]
and lots of nuts and bolts
Start by bolting the two upright supports into the top layer of the base. Now's a good time to glue the bottom base to the top and the M5 nuts in place. I like hot glue for this application. While you've got the hot glue gun plugged in it's a good idea to also glue the M5 nut into the front plate. You don't need a lot of glue here. Just enough to keep the nut in place.
[pic of uprights bolted in base] [pic of gluing bottom to top] [pic of gluing nuts in place]
The next step is to bolt the linear slide to the front bracket. You'll need to use the low profile M3x16mm bolt to ensure the shuttle can slide freely. There's only one of these in the kit (it looks very similar to a standard bolt but has a slightly flatter head).
[pic of M3x16mm bolt] [pic of bolted rail]
Once you've got the rail in position with the low profile bolt you can go ahead and bolt the front bracket to the upright supports we used in the first step with three M3x16mm bolts. Leave the top-right hole empty for now. It'll be used later to secure the servo bracket in place.
Now the linear shuttle should get bolted to the carriage with two M3x6mm bolts. Orientation doesn't matter.
[pic of shuttle attached to carriage]
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Next, attach the two V-clamps to the carriage with four M3x16mm bolts (two each). It's good to keep the bolts a little loose for now. After you've attached those, the sides can go on with an M3x16mm bolt each and the two front plates can be bolted on after that.. Make sure the text is the right side up (as shown in the picture). Now’s a good time to attach the thumb screw cap to one of the M5x25mm bolts. This is best done with a hammer or vice.
[pic of attached V-clamps] [pic of bolted on sides] [pic of complete assembly] [thumb screw assembly]
To finish assembly of the carriage, use an M3x20mm to attach the short servo connector to the top-most hole of the carriage. Here's how the bolt/nut sandwich should look from the bottom of the carriage: bolt head, laser-cut carriage, nylon washer, laser-cut short servo connector, nylon washer, M3 nut, M3 nut. The trick here to creating a secure but free-sliding joint is to tighten the two nuts against each other rather than the laser-cut parts. I've found that this is best accomplished by hand tightening them against the wooden parts first and then while gripping the inner nut with pliers, turn the bolt with the hex key as if you where loosening it. The inner nut should be nice and tight against the outer one but allow the small servo connector to rotate freely.
[pic of joint stack] [pic of plier/hex-key technique]
Use the same trick on the servo horn assembly. The layers should be the same but substitute the carriage with the servo horn (has the small central hole) and small servo connector with long servo connector. The long servo connector is slightly tapered and the end with the larger diameter is the end with the hole to use for this step.
[pic of layers of servo horn assembly]
Go ahead and attach the servo horn assembly to the servo's horn. Rotate the servo all the way counter-clockwise. The self taping screws (found in the servo box) should go through the two laser-cut servo horns and into the middle holes (of three) in the plastic servo horn. Make sure the long laser-cut servo connector is pointing to the left. [pic of servo horn assembly attached to servo] [pic of which holes in servo horn to use]
Bolt the servo bracket (the piece with the Unicorn logo) into the base while slotting it into the upright supports' slots. An M3x30mm bolt should go through the top-right hole of the slide-bracket and into a nut on the other side of the servo bracket. Due to the variability in thickness of laser-cut wood we've had to design the slots to be 5.58mm thick to be able to accommodate the possibility of laser-cut wood that is thicker than 5mm. For this reason, if your wood's thickness is 5mm or less it might not a snug fit. If the M3x30mm (with nut) doesn't constrain the loose fit, a dab of hot glue or a thin shim should remedy it.
[pic of attached servo bracket] [pic close up on m3x30mm and nut]
Install the servo in the servo bracket. Use the rubber grommets provided in the servo box to provide a secure-vibration-free bolted connection. If the servo is a bit too tight to slide in smoothly, you can sand the wood down a little bit. Don't force the servo and crack the wood.
[pic of installed servo]
Bolt on the electronics with two M3x20mm bolts. You should use a 1/4" spacer and nut between the laser-cut upright and the PCB. Now connect that servo to D9 on the extruder controller. Make sure the yellow wire is on the side labeled D9.
Note: For use with EC v3.6 (AKA "Gen4") hook your Unicorn up to the A2 port.
[pic of layers of pcb bolt connection]
Next Step: Usage
Head over to the Usage page in order to learn how to use your awesome new device.