Drop the PDC parts on the planet, drop the engineers on the planet (or the engineers first, works either way). F2 screen, Industry tab, select Assemble PDC, select the PDC to be assembled, quantity 1, percent 100 (or whatever you want).
Verify the PDC parts are in the Stockpile (F2 screen, Industry tab) and the engineers are on planet (F2 screen, Ground Units tab). Verify you have the correct minerals on planet (takes about 10% of the minerals used to make the PDC).
One Engineer Brigade will take just short of forever to assemble a PDC, I tend to use a division or two.
One thing to note, I've seen bugs with PDCs at every step of the process, making the parts, transporting the parts and assembling the parts. Sometimes I go through the right steps, and the PDC vanishes. In those cases I've SM'd a PDC onto the planet, and then after that is mostly works. Assemble the first one at that colony, verify it worked, then queue the others.