[Al Skierkiewicz]

These pictures show a correctly assembeld block (as near as I can tell.) You may cut the DIN rail to whatever length you need. You only need to include as many sections of the block as your design requires. The yellow jumpers can be cut to match your configuration. Nice, short lengths of #6 on the input side should be used wherever you can. The gray blocks are needed to hold the assembly together so yes, the three are required. Fan wires can be twisted together to make a neater package.
When in doubt, the Tips and Guidelines document on the First website has assembly instructions.