Place the pedals in your preferred order. You can always experiment with exact order, but start of by putting modulation effects first in the chain, closest to your guitar.
Place any compressors or limiters after the modulation effects. This is useful as the compressor and limiter are well placed to temper any peaks created by the modulation.
Lay the distortion and overdrive pedals out, in order of which creates the heaviest sound. A mild distortion is lost if the signal passes to a thicker distortion.
Position your echo effects, such as digital delay and reverb, at the end of the chain. This way, you add echo to a distorted signal rather than distorting an echo, which typically creates a muddy sound.
Connect a 1/4-inch jack patch cable to the output of the first pedal. Connect each subsequent pedal to the next with an identical cable.
Connect a regular guitar cable to the input of the first pedal and the output of the guitar.
Connect a second, regular guitar cable to the output of the amplifier and to the input of the guitar amplifier.
Connect a power supply daisy-chain lead to the DC adapter of each pedal. It's preferable to use a mains power supply rather than a 9-volt battery. Leaving the cables in drains the battery and it's inconvenient to repeatedly wire the after removing the cables.
Disconnect the DC power supply daisy-chain cables.
Remove the instrument cable from the guitar and connect it to the "Send" socket on the rear of the amplifier.
Remove the instrument cable from the amplifier and connect it to the "Return" socket.
Connect a third cable to the guitar output and plug that into the input of the guitar amplifier. This is called an effects loop. Rather than the guitar signal passing through the effects, it goes directly into the amplifier. The effects loop is a circuit between the preamp and power stage. This means that the signal of the guitar is unaffected going in, so the tone retains its integrity. It also means that the signal is processed by the preamp before it is influenced by the pedals. This is the preferable configuration if you want a subtle effect.
Reconnect the daisy-chain power supply.