Yeah, the Arduino is right underneath the Motor Shield.
I have all the red wires connected to Vcc - and the black/white(in the case of my DC adapter) connected to ground. Then, for the stepper motor the specs say there's two coils. One has A and A with a bar on top of it and the other says B and B with a bar on top of it. So I connected the positive terminals to the A and B and the negative terminals to the A and B with a bar on it.