If the car has high aero, start with that (wings, etc.) because the downforce will dictate the overall stiffness of the suspension, higher downforce requires stiffer suspension. Otherwise I start with the front and rear bars, then the shocks, springs last, check tire temps along the way as camber will change with other settings. With many cars you will find a "base" setup which changes little between tracks, so you can load that and quickly make minor adjustments at any track. Set top gear so that with a light fuel load the engine barely hits the redline at the end of the longest straight. The bars essentially control relative grip at each end; if the front bar is too small there is a tendency for the car to fishtail exiting turns, if too stiff you lose steering sensitivity; I usually set mine just stiff enough to prevent that fishtailing, then adjust balance with the rear bar.
The springs carry the weight of the car on the wheels, too soft and the car rides like a bus, too stiff and it is skittish like a go-kart. There is no "correct" setting, it is what is comfortable for you. (Michael Schumacher was know to prefer extremely stiff settings, so much so that other drivers could not handle his car, but he obviously did quite well with it.) It is all about weight shift; the springs dictate how much body roll is allowed, the shocks (dampers) control how quickly the roll; on a fast, flat track, you want little body roll, keep it level and low, so a relatively stiff setup; but on a track such as Nordschliefe, you want the roll to help with rapid direction changes, so a softer setup. And the softer the suspension the higher the ride height so it doesn't bottom out.
And you must learn when the next adjustment should be to the 'nut behind the wheel", often you will find changes to your driving style will have more effect than further mechanical changes to the car. The function of the setup is to adapt the car to your driving and to the track conditions; you have no control over the latter so can only work with the other two.