Help needed for jb027

I have knitted this cardigan and now I need to sew it together.

Now it says fold sleeves in half lengthways, then placing folds to shoulder seams sew sleeves in position to markers.

Should I sew shoulder seams together first?

Yes, seam the shoulders before you place the sleeves. I like to fold as your instructions tell you and then pin the center of the fold to the end of the shoulder seam. Then pin the very ends of the sleeve top to the end of the armhole and maybe pin the sleeve top to the sides of the armhole if needed. That way you can seam across the entire sleeve cap and know it will fit.

Is they a special way to sew the shoulder seams together please?

You can use mattress stitch or you can use a conventional backstitch to seam as is done in sewing.
Here’s a video for mattress stitch at the shoulders.

You can usually leave the shoulder sts on hold rather than bind them off and use 3-needle bind off to form a relatively flat and very sturdy shoulder seam.