You should install WLED after Step 3. Check if the lights work before you put everything together.
Step 1
Prepare the Parts
Step 2
Cut the cables ~50mm long
Step 3
Solder 5V to 5V; GND to GND and any GPIO pin to D0 .
Step 4
Feed the cable through the main body.
Step 5
Remove the foil and stick to the surface.
Step 6
Clamp the ESP32 to the lid.
Step 7
Screw down with one screw.
Step 8
Test.
Workaround if you can't install WLED into the ESP32 supermini: GitHub Tutorial
Software Guide: GitHub