Grab the two long cables. Feed them from inside the smaller speakers, through the back hole, the top and bottom of the long dowels, up through the small drilled dowel, and into the big speaker from the back hole. Do it once for each speaker.
Attach the cables to the small speakers, positive on positive, negative on negative.
Grab the subwoofer, attach the shorter red and black cables to the corresponding slots.
Screw these cables into the amplifier of choice. Make sure you get good contact.
Take the power supply, and route it through the square hole on the big speaker. Attach it to the amplifier.