I would say loosely bolted up and then attach the brake lines. Also maybe don't tighten down any one line until all lines are threaded and started. There will likely be one that doesn't want to thread, just be patient and don't cross thread anything. Also that master cylinder is renowned for getting air trapped in it if you don't bench bleed it first, however i don't really like having brake fluid leaking all over the place while I'm trying to install it because i bench bled it first.
On my last install, i installed it dry, then cracked each line slightly and pumped the pedal forcing air and fluid out of each connection and then retightened each one. Worked pretty well and didn't have too many problems with air in the system afterward.