1) Draw a horizontal "plumb line" to mark the point where your paintings will hang. This line will coincide with the edge of the inside bottom of the TOP edge of the frame.
2) Drill 2 holes for each panel along this line. The distance between the holes should be less than the inside width of one of the panels.
3) Insert the wall plugs/anchors into the wall and use a screw that is longer by at least 1cm so it sticks out from the wall. The panel will now sit on these two extended screws. You can use a bevel-headed screw to allow it to "tuck" under the beveled edge of the inside frame.
4) Repeat for the rest of the panels. You will also need to remember to allow for space between the panels. Most designs work well with 50mm or 100mm gaps, but this can be varied to suite the artwork design, size, or wall spacing as needed.