Solder the 5V and the ground wires of the LED panel to the pins of the power jack
Wrap the LED panel around the inlay. The wires need to go in the cut outs of the inlay
Push the assembly into the shade. Ensure that LEDs line up with the pattern of shade. This part is bit tricky
Fit the power jack in to the hole of the base and fasten it with the screw nut
Mount the esp board into the snap fit bracket of base.
Connect the panel to the esp board. The red wire connects to 5V Pin of the board, the white wire to GND and the green wire to data pin(per default it's pin 2, can be changed in the WLED settings) These cheap esp boards don't have a reverse polarization protection, so better check the wiring twice.
Push the shade onto the base. It's a tight fit so you may need to apply some force