Some people put the rock in first, put the sand in around the rock, which locks it into place (minimizing chances of an avalanche) , and then add the water. It's easier to stack rock when you can see what you are doing. I guess this depends a lot on whether you are mixing water in a separate container or in the tank. If you plan on mixing the salt in the aquarium, you should do that first before adding the sand or rock. If you add water, and then salt, it will take a while to mix. If you add the sand too early, before the salt fully dissolves, you will have undissolved salt trapped underneath your sand bed.
When your tank has cycled and you have started to add fish, some of them will bury in the sand. If you don't make sure that your rock structure is stable, these sand dwelling inhabitants can cause a shift in the rock and cause it to all come down.
Good luck! There are a bunch of different ways to do the same thing.