This is Not a Setup Guide
Where are the instructions?
There are some instructions in the box, but most are on the micro sd card. There are also some test print files. However the test print models are pretty big, you might want to find something smaller to start with.
Get the base flat:
Take the base out of the box (the big bit shaped like an H) on a flat surface and check that all four feet are touching and that it doesn't rock. If it does, it's not aligned. You'll need to slacken off the bolts holding it together and get it straight.
Get the uprights parallel:
The next step would have you attach the 2 vertical extrusions to the base. However all the holes are slightly over sized so you can make life easy on yourself by attaching the top piece to the verticals on a flat surface to make a U shaped component. That way you know the verticals are pretty well aligned with each other. Attach them to the base, and then remove the top bar to finish assembly.
Adjust build plate:
The build plate moves back and forth on the y axis ( z is up and x is left to right). The plate runs on 4 wheels on the extrusion. If its wobbly, tighten the eccentric nut with the included wrench until it moves smoothly without wobbling.
Check for alignment:
With the printer assembled but powered off, it should be possible to smoothly move the parts along all 3 axes. Z will be tighter because of the worm drive, but the worm drive shouldn't be bent or under load. If the print head carriage is binding, your printer is bent. Undo the bolts and straighten it out. This is why I suggest starting with a known good flat base and getting the verticals perpendicular.
The original Ender came with a glass bed. The pro comes with a magnetic bed. The glass is much thicker than the mag bed which means the Z limit switch isn't in the right place. It's keyed to the frame with a little plastic tag. Reddit said cut it off so I did, then with the bed springs crushed down more than 50% I guesstimated a good spot for it. While we are talking about bed springs, the stock ones are a little weak, get some stiffer ones. They are an easy and cheap upgrade.
My unit came with the correct voltage PSU and English instructions but a French plug so go figure. Also since one of these machines once caught fire, I got a smoke alarm that lives by the printer
Assembling this thing was not at all straightforward or foolproof. Bring patience and your A game. It doesn't help that the entire unit is made out of black materials. If would be much easier to see what was going on if it were made in a lighter colour. It took me 2 afternoons to assemble because of the alignment issues.
Enough moaning, once I got it together it works fine :-)