Well to be honest with the current flash of the chip the best way is to build the clock then power it up with the power supply.
The current firmware that is on the chip will light all the LEDs at once and easy way to make sure they all work and are in the right direction (since there is a lot of LEDs

).
All checks out then unplug the power supply and do the steps I mentioned above.
The pic is the same as most of RJ's stuff... First top drop down of "Device family" choose Pic 24 or something like that. Then the device drop down in the middle of the window allows you to pick the actual pic which from memory if I recall it will be a FJ32GA002.
The Pickit 3 will provide the power to program the chip fine.
After it is done, I always as a course of habit hit "verify" (Next button over from write) and after it is done, pull the Pickit 3 and then power up the clock and you should be good to go.
-JS