Basically, just run sudo ./build.sh and then stare at your terminal for several hours. Maybe meditate on life or something while you wait. Or maybe clean your room or do your dishes finally. I don't know. Do whatever you want. Maybe by the end of the script, you'll realize why you love linux so much: you love it because it is hard. Just like going to the moon, god dammit.

$ sudo ./build.sh --help

Welcome to MyLFS.
     When running the script without arguments, it will attempt to build the
 entire project from beginning to end. Before starting any part of the build,
 however, you should be sure to run the script with '--check' to verify the
 dependencies on your system.

     options:
         -v|--version        Print the LFS version this build is based on, then exit.

         -e|--check          Output LFS dependency version information, then exit.
                             It is recommended that you run this before proceeding
                             with the rest of the build.

         -V|--verbose        The script will output more information where applicable.

         -d|--download-pkgs  Download all packages into the 'pkgs' directory, then
                             exit.

         -p|--start-phase
         -a|--start-package  Select a phase and optionally a package
                             within that phase to start building from.
                             These options are only available if the preceeding
                             phases have been completed. They should really only
                             be used when something broke during a build, and you
                             don't want to start from the beginning again.

         -o|--one-off        Only build the specified phase/package.

         -k|--kernel-config  Optional path to kernel config file to use during linux
                             build.

         -m|--mount
         -u|--umount         These options will mount or unmount the disk image to the
                             filesystem, and then exit the script immediately.
                             You should be sure to unmount prior to running any part of
                             the build, since the image will be automatically mounted
                             and then unmounted at the end.

         -c|--clean          This will unmount and delete the image, and clear the
                             logs.

         -h|--help           Show this message.

And that's all the help you're getting.