To start the transformation, take the Griffin and Unicorn, lift up the leg tabs. Fold the head into the body and raise the body. Take red dragon and tilt the feet downwards, turn the legs so the spins face outward. Insert the Red Dragon into the zords until you hear a click
Take the Phoenix Firebird and clip the grey tabs on the underside onto the back of Red Dragon. Fold the wings around the waist, making sure the tabs on the underside of the wings clip onto the spines on the legs. If done right, there should be no legs visible behind the leg panels and the waist piece.
Take the Lion Thunderzord and disassemble it, popping off the legs from the body. You can flip down the head to form the crotch piece.
Flipping over the Lion's body and head, you can see 2 tabs. Flip them outwards to form the chest piece. With the chest plate ready, it can now be snapped into place over the shoulders, There are tabs where it connects, make sure they line up. The Red Dragon is almost ready
Take the Lion paws and flip them upside down, you'll see the Hands of the Thunder Megazord inside. Flip them outwards. Slide them over the Red Dragon hands and fold them inwards to form shoulders and keep them in place.
The final pieces are the battle helmet, which slides over the Red Dragon's head. The helmet has holes in the back which line up on the Red Dragon's head, it also has clips which slot into the back of Lion Zord as well. The Thunder Saber in it's sheath clips to the Firebird's wing.
So there you have it, the full transformation from Red Dragon and the Assault Team into the Thunder Megazord. Articulation is only really in the arms at this point and is unable to make walking motions. The sword fits in the hand and can pose with it thanks to the articulated Red Dragon arms.