There's nothing too magical other than knowing the various naming schemes of the SPI pins. Explaining the connections would be much simpler if you could provide a link to the exact SD card breakout.
It's important to distinguish between hardware SPI and software SPI. When you're using hardware SPI you're using pins 13, 12, 11, and 10 on the Arduino and the SPI library
. If you're using software SPI you're usually using the ShiftOut and Shiftin
functions and can use any pins; transfer rates will be much slower.
In general though, the clock (usually called CLK, CK, or SCK) pins are all connected together. The master's data in pin (MISO, master in slave out, hardware pin 12 on the Arduino) is connected to the data out pins (usually DO or SO) on each of the devices. The master's data out pin (MOSI, master out slave in, hardware pin 11) is connected to the data in pins (DI or SI) on the devices. Then as you mentioned each device gets a different connection for the chip select (CS or SS) from the Arduino (hardware pin 10).
The last thing to watch out for is level conversion. Assuming your Arduino is running at 5V you have to make sure that outgoing signals (the Clock, MOSI, and CS pins) are converted to 3.3V before it reaches any of the devices (SD cards and 5110 displays are both 3.3V devices). Incoming 3.3V signals (connected to the Arduino MISO pin) from the devices will still be treated as a digital high value by the 5V Arduino; they don't need to be translated up to 5V. Adafruit's tutorial with the 5110 explains how to do the 5V to 3.3V conversion with a 4050 IC.