The KY-038 Sound Sensor has 4 pins - Analog Output Pin, Ground Pin, Voltage Pin and the Digital Output Pin. Connect the pins according to the KY-038 datasheet(this can be found online)

The OLED Display has 4 pins - Ground, Vcc, SCL, SDA. Connect the pins again according to the data sheet. Also, make sure to check all the details of the OLED display you have because the Arduino libraries used are different for different OLED displays. Use a breadboard to make the connections easy and less crowded.

Since I am a rookie at coding, I had to salvage code from here and there and edit it to fit my requirements. I watched a lot of YouTube videos and went through the Arduino Community page to get the code snippets I needed. I then combined all of them and finished the coding part

I made a CAD drawing of the box that I needed. I had to make it using MDF because I couldn't get it 3D printed anywhere near me. 

This was the easiest part according to me. Added in the arduino board first then the mini breadboard that the sound sensor and the OLED display were attached to. I used glue gun to secure everything in place. Then I gave the box a makeover. In the future, I might even get a box 3D printed and shift everything into it.