How you go about it depends very much on what software that you are using, but you can do all of it in a text editor.
The position of the primers is easiest, as you just search the RNA for the primer sequence. If you cannot find it then reverse-complement the primer sequence and search again. Searching the DNA sequence will be similar.
Next, find the coding region within the RNA. Translate part of the start of your protein RNA triplet code. As this is redundant (an amino acid may have a choice of several triplet codes) write down all of the alternative triplets underneath each other. The sequence will probably start with ATG, the triplet codon for methionine. Then search your RNA sequence. The position you find will be the start of coding and before that point will be the 5' UTR. Do the same for the end of your protein. The 3' UTR is the part of the RNA sequence after that.
Now you have your protein-generating code marked up on your RNA.
The next thing is to find that code within the DNA. There may be introns in the DNA introducing gaps, but you can cope with that.
Oh, duh, you only need to annotate the start and stop codons, so ignore that intron stuff if you like, but don't forget that the stop codon is the one after the end of the protein coding. And the transcription start site has to be the start of the 5' UTR.
You should have been told all of this in your introductory lectures. Were you asleep?
Anyway, once you can do it manually, using software such as Geneious is much more meaningful, because you know what it means.