Finally we will connect the Arduino to the first register (the very far-right one, or the bottom one in the schematic/diagram). Connect digital pin 8 of the Arduino to pin 12 of the shift register. Then connect pin 11 of the Arduino to pin 14 of the shift register. Lastly, connect pin 13 of the Arduino to pin 11 of the shift register. See images if you get lost.
74HC595 (SCLK) Pin 11 -> Pin 13 (D13, SCK) of the Arduino
74HC595 (RCLK) Pin 12 -> Pin 8 (D8, ICP1) of the Arduino
74HC595 (SER) Pin 14 -> Pin 11 (PWM, MOSI) of the Arduino
Note: The bottom-most shift register doesn't show that it is the one connected on the Arduino in the illustration. Make sure this is the one connected to the Arduino!