You can find component list in component list section

Connect all component according to this diagram. You will need a good quality soldering iron to connect all together. 

To upload code in Arduino Pro Mini you will need a FTDI adapter or another arduino as programmer. (This image has been taken from Arduino Website)

Open arduino ide and select board as arduino pro mini. also select correct com port and upload following code.

/*
    Project : Obstacle Detector for Blind/Visually Impaired People
    by Cybernetics Robo Academy
    https://www.cyberneticsroboacademy.com
    Credit : Syed Razwanul Haque(Nabil), CTO, Cybernetics Robo Academy
    nabil@cruxbd.com
    Orpon Chanda and Nihal , Student, Cybernetics Robo Academy
    Cybernetics Robo Academy is a Institute under Cybernetics Robo Limited
    Library Used : https://github.com/pololu/vl53l0x-arduino
  The range readings are in units of mm. */
int vibratorPin = 13;

#include <Wire.h>
#include <VL53L0X.h>

VL53L0X sensor;

void setup()
{
  Wire.begin();
  pinMode(vibratorPin, OUTPUT);
  sensor.init();
  sensor.setTimeout(2000);

  // Start continuous back-to-back mode (take readings as
  // fast as possible).  To use continuous timed mode
  // instead, provide a desired inter-measurement period in
  // ms (e.g. sensor.startContinuous(100)).
  sensor.startContinuous();
}

void loop()
{
  int val = sensor.readRangeContinuousMillimeters();
  Serial.print(val);
  if (sensor.timeoutOccurred()) {
    Serial.print(" TIMEOUT");
  }
  else if (sensor.readRangeContinuousMillimeters() < 450) {
    digitalWrite(vibratorPin, HIGH);
  }

  else {
    digitalWrite(vibratorPin, LOW);
  }
}

Carefully insert in glove. Different glove need different technique to insert. If you use a bicycle glove you can insert arduino and all other component user its plastic protection. See this picture for an idea.

Make sure sensor is in correct position. Make a square space for on/off switch. 

Now check whether everything is working. Finally try to give it to visually impaired people and take feedback from them to further improvement.