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Are you talking about the cheap cloth covered type with tent poles and strings, or a heavy duty pergola?
If it is the cloth covered type, assemble the roof tent poles, stretch the cloth over the roof frame and then raise it up and install the tent pole legs under it. Then stretch the strings that hold it up and stake them tot he ground.
The heavy duty type of Gazebo requires some more info. Who made it, and what model number is it? All of them are different.

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