Although all of the components are contained within one file, I've grouped and labeled them for individual import into XCS due to size.  This also makes it easier to keeps parts together that belong together.  Note on the harness pieces that there are 2 pieces facing opposite for each deer.

For the red parts (sleigh and straps), I pre-stained the wood.  I also did this for the brown deer.  For red I used Unicorn Spit but you can use whatever you like.  I used a gold acrylic paint pen for the rivets along the harness, and a black acrylic paint pen for the eyes.  For the antlers, I used a bronze acrylic paint pen.

Note that the original sleigh design had some very fine lines included that didn't work well on my machine so I redid that piece (the outer area on the sides that you insert the perforated pieces into).  My redone piece is also included in the design file if anyone needs it.  My P2 just burned those pieces up!  

The assembly is very straight forward but also a delicate operation so be careful when bending the perforated pieces.  The long piece with the flat solid area goes on the back end of the sleigh and the edges slide into the slots on the outside rim of the sides.  The short perforated piece goes to the front.  See the gold piece in photo.  The outer rim is one piece and the scrolled piece inserts into that after you have placed the seat back and the front piece into the slots.  Honestly I didn't know where the monogrammed piece went so I didn't use it.

I made a mounting box for the reindeer that allows for the deer to be removed and stored flat.  This thing is too large to store assembled!

Glue the four sides to the base of the mounting box and then glue into place where indicated in the first photo.  Be sure to line it up straight so that you don't have difficulty inserting the reins.

To assemble the harness pieces to the reindeer, I started at the back to make it easier.  The back deer (2 rows so you have to do this two times) have the harness that flattens out at the end (see first photo).  All other deer in front of the back two have harnesses that are curved all the way to the end.

Line the harness up with the neck as shown in the photo.  Glue generously for strong hold.  

Do the same thing to the next reindeer and then place the pointed tip at the end of the harness into the notch on the collar of the previous deer.  Glue in place.  Repeat this until you have 4 deer assembled and glued together. You'll want to complete the whole first side before flipping over and placing the harness on the other side.

Flip this row of deer over and place the harnesses on the opposite side being careful to line them up with the first side.  Once you complete this, repeat on the second row of reindeer.

Note that the antlers can be fragile depending upon your wood so handle with care.

For this you simply insert the 3 small pieces into the slots on the large piece and glue.  You can use as many of these stands as you want for security.  I only used one.

Carefully lay the sleigh on it's side and one row of reindeer.  Insert the two harness pieces into the two slots on the lower (closest to the table) slots on the mounting box.  Do this carefully as you will want to have the harnesses pass through the first holes and then go through the back holes.  

Once you have them inserted properly, carefully stand the sleigh and reindeer up and place the acrylic stand below the deer, about the 3rd deer is where I place mine.

Carefully begin inserting the second row of reindeer into the mounting box slots.  Handle with care.

In photo one you can see how I chose to line up the harness.  I also did a quick test by clamping the harness on temporarily to see if I liked the elevation.  Once I decided it worked, I glued on the first side of the harness lining up as shown.  Then turn over and make sure to carefully line the second side up of the harness to the first so that the holes are lined up correctly.  This needs to be accurate for the wood strip to pass through easily.  I chose to glue in the upper wood strip but leave the second one loose for easy assembly.

Please see the 4th pick for how I place Rudolph once his harness is installed.  Gently guide the back glued in bar to the back of the neck on the front set of reindeer.  Once again, the antlers can be fragile to take care in doing this.  Once you have the back bar resting on the back of the necks of the 2 front reindeer, insert the bottom bar and place so that it rests evenly on the front of the two reindeer as shown.  Again, this is made to be removable for storage.

I've include photos of what the assembled piece should look like.  

Now you've got a sleigh that can fly!

Note, I may add a Santa or some gifts before Christmas but not sure yet.