I installed my headliner before I put these trim pieces on. It is possible to install these pieces first and then the headliner since the windlace holds the headliner in place on the sides but it would be more difficult to pull the headliner tight and wrap it around the pinch welds.
If you don?t have the stainless trim installed put the headliner in first is my recommendation.
Yes the piece that gets riveted on goes on first, then the weatherstrip trim piece, then the drip rail molding.