To the left, you have a radio receiver. This communicates with your transmitter (controller) to tell the ESCs which way/how fast you want the motors to spin.
Note the symbols on the top right.
⦵, which is your negative, or ground
+, your power, or VCC
⎍, or your signal in PWM
All of these are self-explanatory except the power pin in the middle. This is what powers the receiver. This is powered either by:
A dedicated Battery Eliminator Circuit (BEC)
A BEC built into an ESC
If you have an ESC that has white, red, and black pins coming out of it (sometimes yellow, orange, and brownish-red) this means that your ESC has a built-in BEC and you do not need to include a separate BEC in your electronics rig. Typically, you'll power your indicator light from the power rail (the vertical column containing all '+' pins) and ground it somewhere on the ground rail.
First of all, disconnect your wheels and weapons. Your motors should always be free spinning and attached to your robot when you don't know what they're going to do. When you are first setting up your controller, I highly advise connecting signals to channels 1 through 4. These are your main joystick axes, and you'll be able to tell if things are working just by pushing the sticks around. Consult the dedicated pages for your specific radio system for comprehensive setup instructions.
You can get away with a lot when you know what you're doing.
For every signal or power, you need a ground.
All ground pins go to the same place
All power pins will get +5V from your preferred method of powering the receiver
This means that, on Liberator MKII, I have done this on a RadioMaster ER3C receiver.