FWIW, I've assembled hundreds, if not thousands, of NWSL wheels & axles. I ruined quite a few early on and continue to do so when I get careless or don't watch what I'm doing.
Over the years I've created a few jigs to assist in their assembly but they aren't absolutely necessary. It just speeds things up.
A small press is absolutely required along with a small drilling vise that has a notch in it's center. I secure the axle in the vise using said notch to hold the axle perpendicular (vertical). If the axle has pointed shoulders I will place a small piece of hard plastic between the bottom of the vise jaws and the end of the axle to prevent destroying the point when pressing on the wheel.
I always start with the non insulated wheel first. I press the wheel onto the axle to a predetermined spot, remove from the vise, invert the assembly and press on the insulated wheel. Please note, the insulated side is not extremely tight so it doesn't take much to pressure to install the insulated wheel. Check the gauge and adjust accordingly.
Having access to a lathe will help tremendously when making gauges, holders, stops, etc.
The whole operation is fairly easy and gets even more so with repetition.
I like to purchase my NWSL wheels & axles unassembled because it saves money and I usually get them faster than their assembled version.
Bottom line, time spent thinking about what you want to do and planning your steps will pay dividends in the end. Don't get in a big hurry to slap things together. It's easy to bend and axle or ruin a wheel but nut all that easy to repair after the fact.