1) Start by identifying the lowest point of your yard or a central location you can run all of the drains too. Consider your electrical needs as well. Keep in mind that it may be easier to run electrical wire than drainage pipes to your drain basin location.
2) Dig a large hole for the main basin. The size and depth will vary based on the amount of water the system needs to handle. When you dig your hole, make sure that you have enough space to work around the basin. Once the basin hole is dug out, line the space with landscape or filter fabric and install 4-6" of gravel.
3) Set a piece of corrugated pipe (24-36" across) in the ground. Depth could be 3'-10' depending on the ground water, how much fall you need, and/or how much water you need to be able to retain. If you want the basin to be hidden, make sure to set the pipe top 9"+ below grade.
4) Select a location for your discharge. Depending on how much head pressure (elevation change) your system will have; it may be wise to perform a test run with the pump and plumbing connected to make sure it's able to handle it.
5) Setup the basin by first drilling holes for your drain lines. Connect your drain lines and then run electrical for the sump pump. You can attach just about any type of drain into this basin: standard drain lines, HVAC condensation lines, gutter downspouts, surface drains, driveway grates, etc..
6) When the time comes to connect and install the pump, make sure to install a backflow prevention valve along with the sump pump. If there is no valve, the back-pressure from the outlet pipe could refill the basin causing a endless cycling of the sump pump.
7) Once all the mechanics of the system are in place, double check the filter fabric around the hole and back-fill the hole with gravel. Creating a filter with the gravel and fabric will keep the system from taking on too much debris and can help to prevent settling or erosion in the immediate area.
8) Using landscape fabric, cover the whole system. Cut an opening in the fabric for the top of the basin and install a cap. After the whole system has been completed, run a test. Finally, top dress the surrounding area with topsoil, level it out and put down seed, or even sod.