Look in the FRC pneumatics manual
http://www.usfirst.org/uploadedFiles...ics_Manual.pdf
It contains diagrams of all the major parts, and how they fit together. We have our system set up as follows:
Compressor, wired to a spike relay. On one end, brass T-fittings are used to attatch the pressure switch, which is wired to a digital input. It should be set up in code so that the compressor is on when the switch is closed, and off when it is open. On the other end, we usually have more brass fittings, connecting it to a pressure gauge and a relief valve. This allows us to see our pressure, and easily release everything at once. From there, air flows to the air tanks, and then through the regulator. This limits the "working pressure," meaning that it only lets so much pressure through, no matter how much pressure is in the tanks. Depending on your needs, you may need multiple regulators for differant pneumatic circuits. The air then flows from the regulators to the solenoids, which are used to turn the flow on and off to differant cylinders. The solenoids must be wired to spikes, which power them. Air from the solenoids then goes to the piston, which uses flow control valves to limit its speed.
As said above, remember to teflon tape your fittings!
I think that sums up the system. Feel free to post if you have more specific questions.