Two people can build the sauna in an afternoon. The 240 volt circuit is the part that takes planning and money.

Hand your electrician the spec, and confirm it for your model and run

Almost Heaven script this for you, which is genuinely helpful. In substance: the heater requires 240 volt power and must be hard-wired. Their guidance puts 4.5kW and 6.0kW heaters on a 30 amp breaker, and anything larger on a 40 amp breaker, with the wire gauge depending on how far the run is from the breaker box. The lighting needs a separate 110 volt, 15 amp supply. Note that their own documents state the gauge thresholds slightly differently in different places, so treat these as the figures to take to your electrician and have confirmed for your specific heater and run length, rather than as numbers to buy cable against yourself.

Copper with 90 degree insulation, and never aluminum

This is a specific requirement rather than a preference, and it exists because of the heat involved in a sauna. Almost Heaven requires copper wire with 90 degree Celsius insulation for the connection and states that aluminum wire must not be used. It is worth mentioning explicitly when you brief an electrician, because it is the kind of detail that gets standardized away by somebody who has not wired a sauna before.

It weighs over a thousand pounds, so the base is structural

The surface has to be firm, level, and able to support both the sauna and the people inside it, which is well over a thousand pounds all told. Almost Heaven suggests a concrete pad of three to four inches, a gravel base of four to six inches of crushed stone, paving stones for even weight distribution, or a wood deck or patio provided it can genuinely take the load. If the sauna sits directly on the ground, the cradle supports need to rest on paver stones or similar so the cradles do not slowly settle into the soil and pull the barrel out of level.

Water seeping through the staves is normal, not a fault

Worth knowing before the first rain, because it looks alarming. Because the staves are porous softwood in a tongue and groove arrangement, you may see water seepage, particularly on the top and sides. Almost Heaven states that this will not harm the sauna and that in most cases it evaporates quickly in the hot dry interior. Properly assembled, you should not get water actually dripping inside. If you want it completely dry, the answers are a rain jacket over the barrel or siting it under a roof or shelter.

The bands need tightening after a few months

This is the main ongoing maintenance item and it is normal rather than a defect. On an outdoor barrel, the stainless bands may need tightening and you may need to add filler staves after a period, usually within the first few months, as the lumber acclimates and moves. Put a reminder in the calendar rather than waiting to notice a gap, since a barrel held at proper tension stays weathertight and true.

Check whether you need a permit, for the circuit and possibly the structure

Two separate questions. Many jurisdictions require a permit and inspection for a new 240 volt circuit, which is normal electrical practice. Separately, some areas treat an outdoor sauna as an accessory structure with its own siting or setback rules. Check with your local building department before the sauna arrives rather than after it is standing, since the electrical permit in particular is usually straightforward when handled up front and awkward when discovered late.

Sort the lumber deliberately, and check what you actually bought

A nice practical point from their manual: even with high grade clear lumber, grain, color and small blemishes vary between staves, and these are cosmetic. Since you are handling every stave anyway, choose where they go, putting a blemished one on the floor under a bench rather than at eye level. Separately, be aware that models sold through different channels are not always identical in stave thickness or heater output, so confirm the specification of the model you are buying rather than assuming the whole range matches.