Do not cut out the openings in 04-103. This facilitates assembly. But for the other components, using a jig saw, cut along the mark out lines. Always cut so that the saw blade is on the OUTSIDE to the component. A little practice will have you cutting really straight.
For cutting the window and door openings, drill a hole big enough to take the saw blade into opposite corners of the opening.
Sawing between the holes will complete the process.