Justasgood has it right, but I will try to clarify -
Part 4, the bezel retaining spring (this latches onto the top of the case (around the dial) & secures the bezel onto the case), fits inside a channel that is cut out along the inside circumference of part 1, the bezel. Install 4 into the channel in part 1 (this bezel is from a different watch, but the parts are similar)
Place part 2 (the roller guide) on top of part 3 (the spacer ring) & place 2/3 on top of the case (with 2 on top). Then, place 1/4 on top of 2/3 & press the bezel down until you feel/hear it 'click'. The clicking happens when the retaining spring (part 4) compresses & then slips down around (& under) the wide lip on the front of the case. Once there, it expands a bit, locking the bezel assembly onto the case.