Indeed the assembled kit is out of stock :
pjrc.com/store/audio_tutorial_kit.html
The
DIY Parts kit does come with a printed copy of this AFAIK ::
audio_tutorial_breadboard_setup.pdf
Using a breadboard as shown the buttons press in - but the POTs need to be soldered to the small PCB as shown.
The Teensy needs the proper Audio board for the Teensy in use a T_3.2 uses the Rev. C Audio board (Rev B is a usable older board for T_3.2).
Those are best assembled with solder using the double level pins or the pin and socket combo shown here :
pjrc.com/store/teensy3_audio.html
Looking at this
AudioWorkshop2015/raw/master/workshop.pdf will show some other views in places of proper assembly.
Do a dry fit when all the pieces are at hand and confirm it looks right then begin to solder as needed, usually for these assembly steps placing the pins into the breadboard to assure proper alignment for stable soldering will work out well.