I'm the gadget setup guy in my family, so I may be able to help.
As was previously suggested, the speaker wires plug into those red and black connectors on the back of the receiver. Connect the left speaker to the left red and left black speaker connector and do the same for the right side and right side connectors.
The cable you are holding up looks like one from a digital camera, with the black wire being mono audio and the yellow one for the picture (video), so I don't think it will work for connecting your computer up to the receiver.
To get your CD player connected up, you need an RCA to RCA cable (red/black or red/white) to go between the two units and going in to the CD input on the back of the receiver. An RCA plug looks like the cable you are holding up except is the same at both ends and is red/black or red/white, not yellow/black. Yellow is normally video.
The antenna looks like an AM one. FM antennas are usually just a couple of feet length of a single strand wire.