Their assembly and use will be pretty self-explanatory once you get them. Advice:
1) Use a small, twist-bit drill to open the holes for the pins that connect the links. Often, these will be covered in flash and you won't be able to get the wire pins is without opening them. (I put my drill bit in the Dremel; you can clean up several links a minute this way).
2) Use an X-acto knife and/or a small file to clean up any other flash on the links. Usually, there will be just a few links that are too defective to use. Don't panic; there are extras included, so you don't have to preserve every one.
3) I like to use my table vice as a jig in which to assemble the tracks. Just put together a run of a dozen or so links at a time.
4) Straighten about 12" of the wire that comes with the links. Slip the end into the track holes and clip with wire cutters. After your run of tracks has had the pins put in this way, place a drop of super glue over the end of each pin to hold it in place.
You'll also be pleased to know that they take paint pretty well, and certainly much better than vinyl tracks. You're going to get addicted to these.