You can check that the servo's and receiver are working OK just by hooking them up and connecting a charged battery. Then just use your charged transmitter to test them out. As far as the MFU goes, I'd suggest to test it once you've gotten to the stage that your ready to install it into the truck.
To build the truck, think of what color you want your frame to be before you start to build. At this point you can paint it and let it dry before you start to put screws into it. Once you start to build, you'll find that any changes you want later, you'll have to disassemble to do if you don't pre-think the build.
Video from "thespeedymex" on YouTube to help guide you:
https://www.youtube.com/watch?v=ouPX...yer_detailpage
Hope this helps
- RCT