Plug the motors into the ESCs. Do not care about the order of the three wires for now. We'll a test later, if they spin the wrong way, we'll fix it then.
Plug the ESCs into the power distribution "spider", watch your polarities.
Plug the servo cables from each ESC into the flight controller circuit. The appropriate location for each ESC should be indicated on the PCB.
Channel 1 to 6 on the RC radio receiver must go into the respective RC signal input of the flight controller. Make sure that the RC radio receiver is powered by 5V from the flight controller somehow.
Please be careful, do not plug in anything backwards. The PCB should be clearly labelled with the direction in which the servo wires should be plug into.
If you are using my circuit design, please follow the appropriate wiki article
for even more details.