I don't block pieces, even if they are curling. If I block a sweater, it's only when it's done in natural fibers. If its acrylic or a blend I just throw it in the wash when it's done. Natural fiber sweaters get blocked when they're done.
First you do the shoulders. Then lay it flat and open, right side up, and use mattress stitch to attach the raglan sleeve seams.
Then you sew up the sleeves to the armpit and up the side to the armpit. Some people make this a continuous seam, but I like to start at the edges so I know they're even and if there's any discrepency, I hide it in the armpit.