Referring to the photo on this pagehttp://arduino.cc/en/Main/ArduinoBoardUno
1 - 9v - Either connect to the DC jack or VIN (bottom left connector)
2 - GND - Either connect to a GND on the headers or as part of pin 1's DC connection on the DC jack
3 - ?? - not shown what this does
4 - ?? - not shown what this does
7,8,9 - digital outputs, connect to any digital OP (except 0 and 1) on the Arduino, top right on the photo
Arduino outputs should only be used to drive about 20mA, maybe 25 or 30 depending on the duty cycle. You circuit shows these pins directly driving relays and a buzzer so you will have to look at the drive requirements of these to ensure they conform to that.
If not you will have to add transistors to beef up the signals.