No need to assemble, you just need a bit of supports right at the base of the ball (paint on supports - they ale already painted on in the .3mf files) and that's it :-)
When printing from the .3mf file, the model is in the correct orientation. However, in the step file, it is rotated, so when printing from the step file, you need to rotate it, so the base of the casing and the base of the ball both touch the build plate.