If you have Windows XP running, first step is to go into System->Device Manager in the Control Panel and write down the names of everything with a yellow exclamation point. Each of those devices are the things that need drivers. Sometimes the names are very descriptive: "Realtek 8139 Ethernet". Some are less descriptive: "Ethernet adapter", "AC97 Sound Device". Sometimes they are not descriptive: "Unknown Device." Nevertheless, write them all down.
Then, I'd check to see "what's missing" in the Device Manager list - is there a sound card present? is there a video card present? is there a serial port present? It might help here to check out a normal working computer. Also, think about what isn't working. Can you hear music if you play it in Windows Media Player? Are 3D accelerated games working? Can you connect to a LAN?
Once you've figured out "what's missing", open up the case and check the motherboard / expansion cards. Check out the video card, write down the part number on the biggest chip on the board, or find the board's part number silkscreened onto the card (it should be big too). Do the same for all other stuff that's missing. Do this for "larger" chips on the motherboard too, as some devices are on the motherboard.
Go online and Google for the drivers by using the part numbers you found.
Install the drivers. Check Device Manager as you go to see which devices with yellow exclamation points remain. Repeat starting at top.
By doing the above you should get a system working fairly well in short order. When I first started building PCs, between my inexperience and download times it took me a week to do the above (mind you we only had a 56k modem at that time). I bet you could nail it down within two days, tops, given modern internet connections.
If your'e still stuck, I highly suggest befriending your local Chuck Bartowski, or some other friendly tech guy who is cool with explaining things.