Assembling the project is pretty straightforward. Use the mini JST connectors to plug the Li-Po battery into its matching socket.
The PyBadge and PyGamer have a clear space on the circuit board where the battery can be attached with a bit of double-stick foam tape. Since Feather boards have built-in Li-Po chargers, the battery won't need to be removed.
Use the short STEMMA wire to connect the MLX90640 board to the microcontroller's 4-pin connector.
You might want another piece of foam tape to attach the camera board to another empty space on the microcontroller board, or onto the outside of an enclosure. Pay attention to which way the sensor is oriented.
(The circuit board's silkscreen is printed upside-down, so be careful. Some sketches don't account for the MLX90640's bottom-to-top pixel mapping and appear flipped vertically.) If you're unsure which way is correct, complete the remaining steps and run the ThermalImager sketch to double check the orientation before taping down the MLX90640 board.