Of course, Conductive Epoxy Glue and Tig Welding are also alternatives you could explore.

Despite the Cycnisicm in Cybot16's answer, he is correct. The female connectors go on the ESC and the male connectors (plugs) go on the motor. It's pretty simple.

They are going to get really hot when you solder them, so put them in a clamp (gently) before you solder the wires.

Pre-tin the wires, then fill the solder tab with solder... While still hot, put the tinned wire into the tab area, then apply heat to reflow. Hold the wire steady when you do this, for about 20 seconds to cool. Don't move it at all, or the solder will crystalise and you will get a dry joint.

If you don't have a clamp, then an Aligator Clip or wooden peg will suffice (don't use a plastic peg.).

Make sure the wires are lined up correctly and straight when you do it - not at an angle.

Once done, slip the heatshrink sleeves over the plug (paying attention to the colours) so that the tips meet on the Female, and so the plug is exposed on the Male. You want the sleeves to butt up against each other when the plug is in the socket - so you don't get short circuits when the plugs are close together.

That's about it. To shrink the sleeves into place, heat up with a soft-heat - eg, Hair Dryer.... Don't use a soldering iron - it will burn the tube. You can use a naked flame (eg, oven, stove) but don't let it get near the flame. Just let the convected heat a few inches above the stove do the job... It will take a while, but the results are worth it.

That's about it.

Get help if you don't know how to solder.

David.