Hang a resistor below each segment's cathode of the given digit.
Below the resistor, attach control signals (digital outputs). If you want the segment to light up, write a LOW on that signal. If you want the segment to turn off, write a HIGH on that signal, which creates a situation where there is no voltage across the segment, and therefore no current through it.
Yes, you're right about connecting the anodes to +5, and about the pin umbering.
To light up a segment, connect it to a digital pin through a resistor in the range of about 180-220 Ohms (assuming I remember correctly that those old Monsanto displays have 1.7V LEDs).
Make sure the pin is set as an OUTPUT in your setup() function.
When you write a LOW to the pin, the LED will turn on.