Build the initial amplifier as shown. Attach the Vin to the input jack coming from the guitar and Vout to an oscilloscope. You should see an output correlating with what you played on the guitar - a mix of many different frequency sin waves, on the order of 1-8V pk-pk.
Next build the frequency filter shown. This filter adjusts the strength of low and high frequencies in your signal. Run a variety of frequencies and shapes of waves through it from the signal generator, making sure to include some with a DC offset. Does this filter behave as expected? Try running Vout from your Initial Amplifier into Vin of the tone control.
Build the final amplifier as shown. Use a signal generator of similar strength to the signal coming out of your initial amplifier and tone control combination. Test that the Vout is a reasonable level for your headphones. This will vary depending on the resistance of your headphones, but it should generally be adjustable from around 0 to 1V pk-pk as you adjust the potentiometer. This will control volume. Once you are sure it is of a reasonable voltage, run the output into the ⅛ in headphone jack and listen to the result from the frequency generator. A reasonable frequency to use is around 100 Hz. If thai goes well, run the output of your other pieces into it. This should result in a basic guitar amp. All that is left is to add the tremolo.
Build the left half of the circuit shown for the tremolo. It should result in an LED that blinks at a frequency that changes as you adjust the potentiometer. If this works, you can tape the LED directly against your light dependant resistor.
Build the rest of the tremolo circuit, and run a frequency through it and your final amplifier. Can you hear volume modulation? All that is left now is to attach every portion of the circuit as shown in the block diagram, each Vout to the next Vin. The Vin for the initial amplifier should be the ¼ inch audio jack plugged into the guitar, and Vout of the final amplifier should be going to the audio jack to the headphones. Make sure everything is grounded to the same ground.