Lady Ada has masterfully covered the assembly of the PiTFT Display before, so click the link below to go to see how. Both capacitive, and resistive displays are assembled in the same way. Capacitive also has the option of adding PWM backlighting control through a solder bridge, but this GIF tutorial will not implement that.
Chances are you already have the PiTFT 2.8" resistive pre-assembled but in case you have a older one or a capacitive one or whatever, it's good to know!
Note: You DO need to add the tactile switches, so make sure to follow that step.
Note: You DO NOT need to add the cobbler portion, so you can just skip that step.