There are tons of resources for learning to solder. I like this guide from Adafruit, the type of soldering required to build a control panel is along these lines:
As for putting lights and switches on a console, how you do it will really depend on what you're using. Wood is easy to work, but aluminum or steel could be used as well for a control panel. Most panel-mount components are just that - they go through a hole in a panel and either snap in (friction fit) or use some sort of threaded apparatus to stay put.
I have a bunch of Arduino Pro Minis that I will be adapting for OIS panels at some point.