How to Assemble a Locker
First, if you haven't already, you will need to buy a locker. Some sites that I might recommend are jorgensonlockers.com and www.schoollockers.com . Both of these sites will sell lockers assembled or unassembled, but unassembled lockers are cheaper to buy and to ship, so if you can figure out how to put them together yourself, unassembled lockers are the way to go.
Un-box the Parts and Set the Locker Backs on a Flat Surface
First, unbox your components to make sure that you know what you are dealing with and have everything. Start by putting back panels on a flat surface or 2 saw-horses. Next, bolt or rivet the side panels to the flanges on the back panels. When 2 lockers are side-by-side, they typically share a side panel. It is not necessary to use bolts in every hole. Most companies that assemble lockers will only put bolts in every-other hole.
Add Shelves and Back Legs (if Applicable)
Now that you have backs and sides, you can add tops and shelves. Top, bottom, and tier-divider shelves are identical for nearly all locker manufacturers. Shelves (often called hat-shelves) are similar, but are not quite as deep (to allow the doors to close) and the front flange curls up and back for safety. All shelves/ top panels are simply bolted/ riveted to the side panels and shelves/ tops in adjacent lockers share a bolt/rivet.
Now that you have all of the shelves in place, it would also be a good time to install whatever hooks are being used and to install the back legs. Back legs should only be used on the outside corners of your bank of lockers. The bolts on the back legs should be kept loose because once the locker is assembled and stood up, the height of the back legs can be adjusted to ensure that the lockers are level/plumb.
Fasten Door Fronts
Bolt the door/frame assemblies to the locker sides. To do this:
Put the frames in place. The frames fit pretty snugly around the locker sides and tops, so putting the frames in place often requires a quick blow with a rubber mallet.
Once the frames are in place, open the doors and bolt/rivet the frames to the locker sides. Only bolt every other hole and make sure that adjacent frames share a bolt. Sometimes a punch or screwdriver must be used to get the holes to line up. The frames should also be fastened to the the top, bottom, and tier divider panels.
Put in Place and Ensure That Lockers Are Plumb and Level.
Stand lockers upright and ensure that the doors and everything work properly. Put the lockers where they will go and and adjust the back legs to make sure that the lockers are both plumb and level.
For additional instructions on assembling knocked-down lockers or installing other components such as bases and sloped hoods, check out these instruction pdf's or this wiki page on locker components.