Mark out where the wall will go with stakes and a string line. If you are going for curves, and Windsor blocks are ideal for this, lay out the contours with a garden hose on the ground and then mark the location with spray paint.
Dig a trench about 12 to 18 inches wide and about 5 to 6 inches deep for the leveling pad. Keep the bottom of the pad level and compacted, by removing all lose earth.
Place gravel aggregate along the bottom of the trench and compact it with a hand tamper or with the back of a block. Make it as firm as possible because this will be the wall's foundation.
Lay the first course at the front of the compacted gravel aggregate. Tap the blocks into place with a rubber mallet and keep the blocks butted tightly together.
Backfill behind the first course to consolidate the retaining wall. Use drainage aggregate of the sides in the base trench. Level off slightly below the level of the first course. If needed, install a 4-inch (100 millimeter) drainage pipe, with outlets to the stormwater system every 60 feet.
Lay the next course, offsetting the blocks so you start with a half block. Each block will sit over two, covering the gap between them. Cut the blocks by scoring a small cut where you want them to crack and then hit the crack with a cold chisel and mallet. Backfill after every course.