Well first you mount the diode in the Aixiz module. This module includes a lens and a mount for the diode. It already comes with a driver circuit and diode, but you will not be using them. You remove it, and then mount the diode from the GB. You do need to be careful to not let static electricity get to the diode.
Next you will need to build Daedal's circuit. This will not fit in the module, but it is what you will need to safely power the diode with. Do this first so you can get the feel for the laser. Then you can think about your next project, like mounting it in a flashlight.
Lastly, but most importantly, you will need eye protection especially if you plan to burn things. The reflection can damage your eyes.