Spray paint where you want the wall. Place stakes along the line and run a level string to desired height of wall. Measure down the stakes the height of the stones.
Plan The Pavers
For tall walls four layers or higher, the first stone must be ground-level
Three layers or lower, the first stone must be at least 2-3 inches below ground.
Dig & Add Sand
Dig out the trench for the wall (3" for small walls, 8" for tall walls) 12 inches wall. Then compact the bottom with a hand tamper.
For a small wall, you need 1" of course sand, then level and smooth. Tall walls need 4" of course sand. The tall wall base needs a 6-to-1 mixture of course sand and Portland cement. Readjust the string height to the first stone.
Stagger Stones & Glue
Set stones in the base side-by-side and make sure they're level. As you layer the levels, stagger the stones so the joints don't line up, and glue the new stones to the previous layer using concrete adhesive.
Gravel Back-fill & Filter Fabric
Back-fill the wall with fine gravel about 6-8", then fill the rest with soil. If you're worried about soil washing, install a filter fabric along the back wall before you back-fill.