Once SharePoint 2010 has been setup with all server. Then follow the step below.
1. Install PS 2010 setup on every machine (Web a.k.a WFE & App), can be done simultaneously.
2. Run SharePoint Product Configuration Wizard on every machine (Web a.k.a WFE & App), need to be done in series, that is one by one.
3. Create instance of Project Server 2010 on App server from Service Application.
That’s it! 🙂