Only the Circuit Playground Express + Crickit combination needs assembly, the Feather and micro:bit Crickits have sockets which the microcontroller plugs into.
The Crickit HAT for Raspberry Pi does not need assembly either, it has female receptors for a male Raspberry Pi header.
The Circuit Playground Express version of Crickit comes with a package of six threaded, hexagonal brass standoffs. These will hold the Circuit Playground Express above and onto the Crickit.
Using a Philips screwdriver and the provided screws, attach the standoffs to the six large holes on the inside ring of Crickit. There are three holes near the Adafruit logo and three more near the Neopixel and speaker outputs. You do not want to put the standoffs on the holes on the outside edge of Crickit - there are 8 mounting holes there but these standoffs are needed for the Circuit Playground Express.
Tighten the screws firm but do not try to tighten excessively. A good mechanical and electrical connection is needed but excessive torque could crack a circuit board or at least make things hard to take apart later.
Once you have the six standoffs screwed into Crickit, place a Circuit Playground Express board (ID 3333, not the Circuit Playground Classic board ID 3000) onto the standoffs with the silver USB-B port of the Express pointing in the same direction as the Crickit black power jack. This will align the standoffs to the following pads:
4 o'clock: A1, "4:30": A0, 5 o'clock: VOUT
10 o'clock: SDA, "10:30": SCL, 11 o'clock: GND
Once you have the Circuit Playground Express lined up correctly, use the remaining screws to attach the boards together. Start with one screw into one standoff, say GND, leave it loose a bit, then put in the VOUT screw, loose, then the others loosely. Ensure things are lined up, then carefully tighten each screw. Again, a firm connection but not overly tight.
There are circular markings on the bottom of Crickit for four mounting pads (Adafruit ID 550) if you would like to use the board on a surface and protect the surface and bottom of your Crickit.
If you happen to lose a standoff or screw(s), a new package is available from Adafruit: