One of the players positions all the terrain on the table. Once he has positioned the terrain his opponent can then pick which board edge to deploy from. Many of the scenarios require you to roll off for choice of table edges, but if one player has set up the terrain then it is only fair that his opponent then chooses which board edge to deploy from, as this avoids the player who set up the terrain getting an unfair advantage. This is a good method if you are playing a game at one player's house, as he can set up the terrain before his opponent arrives, allowing you to get straight on with the battle.
Setting Up Terrain – Method 1
Source: Core Rulebook 3E, p. 124
One player sets up all the terrain, and his opponent then chooses which board edge to deploy from, keeping things fair.