Arduino Motor Shield R3 problem to run motors

Hello!

I made few connections as below on the pic

Here is the code I use to run motors

#include <AFMotor.h>

AF_DCMotor Motor1(2);
AF_DCMotor Motor2(3);

void setup()
{
}

void loop()
{
    Motor1.setSpeed(255);
    Motor2.setSpeed(255);
    Motor1.run(FORWARD);
    Motor2.run(FORWARD);
}

The problem is when I power my Arduino then the LED on Arduino Motor Shield R3 turned on, but the motors doesn't work. I think there are some missing connection between Arduino UNO and Motor Shield R3. I'll be grateful for the help!