The piece that is the farthest back is the first to be appliqued, then the rest of the pieces laid on and stitched as needed. Where they overlap you don't fold under the edge, most patterns will tell you which edges need to be left flat and the ones that need to be appliqued.
I would think the main part of the house would go down first and the roof put on next, then windows if you have them.
I have never seen a pattern where you sewed the parts together first, they each go down, one part at at time. Read upon it in a book or the internet, we all do. Anything that is worthwhile doing, takes time. Good luck, you will love it once you start appliqueing.
Carol J.