Building my first PC :)

Hi

I'm going to build a computer for the very first time, but before I do there are a few things I wonder:

First off, do all of the various parts come with all of the required cables?

Do I have to buy thermal paste for the processor, or is that usually included?

What type of screwdriver(s) do I need?

How to install an operating system without having a DVD drive?

How do I know which cables go where?

This is probably a really stupid question, but are there any more parts required to build a PC other than:

1. Power supply Cooler Master B5000

2. Processor Intel Core i5 4460, 3,2GHz

3. Motherboard Asus B85M-G

4. Graphics Card GeForce GTX 960

5. RAM Crucial Ballistix Sport DDR3 (2x4GB)

6. Hard Drive Kingston SSD 120GB

7. Chassis Corsair Carbide 200R

(8. Operating System Windows 7 Home Premium 64-bit)

The build is really nothing fancy at all, I just want something new that is able to run my favourite games at a decent quality.

And lastly, is there anything else I should think about? Any help or advice is greatly appreciated! :)