A knocked-down swingset comes with detailed instructions for assembly. Assembly is critical because you want the finished product to function properly and safely for those using it. If you don't have instructions, call the manufacturer or the retailer. Many retailers can arrange to have someone come out and assemble it for you.
If you just bought this swingset it should have come with instructions. If the instructions are missing or if you purchased it used try finding the manufactures website and see if it has instructions or if you are able to order them.