Yes, I did it myself. It was so simple. Tinker toys for big boys was a expression that has been used.
The catalog has a section for the connectors.
You need corner connectors, tee connectors, and end caps, which are on a different page from the connectors.
You cut the tubing to length, using a hack saw, ( get a file for cleaning up the cut edges ) and just insert the connectors. I bought a rubber/plastic mallet for this. You can use a regular hammer and a block of wood to keep from making dents or marks on the tubing.
Be VERY sure of your measurements, it is near impossible to remove the connectors once they are in the tubing.