Find the side pieces and the front piece. If I made you more than one, they will be numbered. Make sure all the numbers go together.
Attach the side braces. The round holes go on the front piece as shown. The slotted holes go onto the side pieces. Leave all the screws slightly loose until you get all of them in.
The slotted holes allow a little "wiggle" room so you can get the miter joints to match. Once you are satisfied with the alignment, tighten all the screw until they are snug. Don't over tighten them.
These brackets are for mounting the valance to the ceiling. I put them where they are because that's how I would do them at my house. You can move them if you want.
You will need to get your own anchors to mount it to the ceiling since everybody's application will probably be different.
I personally would mount the valance first before I paint it. This will ensure you get nice corner joints. You can use wood filler or drywall compound to do any filling.