Measure your door's width and height. Cut your jamb header to a width 1 1/4 inches longer than the width of your door for the notches in the side jambs and a quarter-inch gap between door and jamb. Standard doors are 80 inches high. Prefab jambs will be cut to accommodate that plus a 1 1/2-inch-high threshold.
Set your side jambs parallel with each other with the notches for the horizontal jamb header to the inside. Set the header into the notches, flushing up the edge of the header with the edges of the jambs. Nail into place with 16 penny nails.
Cut your threshold length. Make it a quarter-inch wider than the door. Use a hacksaw to make the cut.
Cut brick mold for the jamb. Miter the side pieces at 45 degrees; one right, one left. The short side of the miter should be a quarter-inch higher than the bottom edge of the jamb header. Nail the side pieces to the jamb a quarter-inch outside the inside edge of the jamb. Cut a piece to fit between these two, with 45-degree miters at either end; one right, one left.
Center the jamb in the opening with the brick mold to the outside. Drive one nail through the center of the top piece of brick mold into the frame behind. Wedge shims behind the top of the hinge side jamb. Place a level against the face of the jamb and shift it in or out to center the bubble in the level. Add shims at the bottom behind the jamb and nail at top and bottom. Repeat the leveling and nailing process with the knob side jamb. Nail through the header into the frame.
Mark positions for three door hinges, one 12 inches from the top, one 12 inches from the bottom and one in the center of the door. Mark the same positions on the jamb. Measure them from the top, starting a quarter-inch below the jamb header for proper placement. Use a hinge plate as a template and mark the outline in each position on the jamb and on the door. Chisel out the wood inside the outlines to a depth of an eighth of an inch. Remove the hinge pins and screw the jamb side plates to the jamb in the cutout outlines you created. Screw the door-side hinge plates to the door and set the door on its hinges. Drive the pins back in with a hammer.
Set the threshold in place in the bottom of the frame and attach using one 3-inch treated deck screw in every screw hole in the threshold. Tighten them until the threshold is snug to sill plate beneath.