the control arms keep the axle from rotating, and also allow you to adjust the caster, and pinion angle (if they are adjustable).
The track bar controls the side to side movement that allows your axle to stay centered under the vehichle.
The sway bar is a handling device which limits the axle drop to gain more control at higher speeds. Does what its says controls sway.
PB blast every nut and bolt. Be sure to re-torque all bolt at least 3 times after it is all put together. Use a ratchet strap, winch, big pipe wrench, breaker bars, really big hammer to get things off and back on.
If somthing doesnt want to go in easily, think of a way to make it work.
Your trackbar should end up parrallel with your drag link in the end.
edit: I dont type as fast as manche or skullv.
Your control arms should be the same length.
Your axle needs to be completely centered.
This site has a great deal of info for what you are about to do.
http://www.go.jeep-xj.info/
Good luck. It will get easier when you put your next lift on.