So you reuse your old shims... and you put the special lube between the pads and the shims. Then the pistons push on the shims on one side ( they are round ), so you put the compound around those cylinder ends.
The idea is that the parts that are seperate have a slight layer of the grease to give some movement and not wear. Don't put it all over where the parts don't connect.
The caliper goes over the rotor to the shims on the other side with 3 fingers I believe. You grease (special anti) the inside of the shim, and the outside where the fingers go.
Then compress your cylinders to pivot the bottom of the rotor back down as the top bolt is in place. Wedge it down. Sometimes if you let the cylinders expand, you have to open the fitting and compress. No big.
Just keep the fluid off your pads and rotors. Your going to need lots of carb/brake parts cleaner. Fresh air needed. Gloves too!
The shims are there for a reason I suspect.