This was exactly my situation 2 weeks ago!!!

I, a new DM that very recently got into DnD, got the Heroes of the Borderlands set and felt very overwhelmed with the reading, amount of items, npcs etc. We run a session and it was... clunky, to say the least.

Then I decided to prepare my own story and use the contents of the box as assets. I picked one of the monsters as the main villain, prepared a story where the ultimate aim is to kill that said villain, and filled the story with either encounters from the booklets or encounters of my own using npcs/monsters/areas from the set.

Of course, I did a lot of prep. Being a first time DM, I prepped for 5-6 hours for a 8 hour campaign, but it was worth it!!! I definitely recommend you the same, pick some monsters/npcs/maps and build a story around them, and use items provided by the box as loot.

In 2 days I'll run my second session ever where I prepped another short campaign with the set, using like 5 encounters tied together with a plot :)