The Zumo itself comes pre-assembled, minus the Leonardo processor. We just need to attach the processor and camera assembly and connect the cables.
Attach the Camera to the Leonardo
Cut a piece of foam tape to fit in the recess in the bottom of the pan/tilt base. (If you are using narrower tape, you can use multiple pieces.)
Position the camera as shown on the bottom of the Leonardo and press firmly to attach.
You can use the dotted line above the FCC/CE logos for alignment!
Connect the ribbon cable
The gray ribbon cable that came with your Pixy has one 6-pin connector and one 8-pin connector.
Attach the 6-pin end to the ICSP header on the Leonardo as shown. Make sure to align the edge with the red-stripe so that it is closest to the "LEONARDO" logo on the board.
Attach the 8-pin end to the back of the Pixy. This connection is keyed, so there is only one way you can plug it in.
Attach the Camera and Processor to the Zumo
Align the Leonardo with the header pins on the Zumo. The camera should be facing the front.
Press firmly to seat the board on the headers. And you are done!