It'll help to have everything in front of you so you can see how it fits together.

The servos plug into the recever, as does the control cable for the speed control (ESC).

Between the motor and ESC, you typically use bullet connectors. They come in various sizes, depending on how large the wires are on the ESC and motor.

Between the battery and ESC, there are a few choices. For smaller applications, under 10 Amps or so, Deans Micro Polarized connectors are very popular. Deans Ultra connectors are popular for larger applications, up to around 50 Amps. Another popular choice are Anderson Power Poles, also known as Sermos connectors. The 15, 25 and 45 Amp sizes are typically used.