the yellow plug in the car goes to the left most plug on the bottom left unit with the matching aerial socket on the same unit, that is the power supply plug.
the rest will all interconnect.
the amp (the silver colour item with no buttons on the face is usually hidden up behind the dash and should be a large connector behind the dash with the speaker outputs on it.
the stereo and cd player are then interconnected by the grey ribbon type cables and have no speaker outputs.