[Alan Anderson]

Ignore the white connector. It is used by the manufacturer for loading the firmware on the board's microprocessor.

If you have to ask how to connect two wires together, you probably aren't comfortable soldering and applying heat-shrink tubing. The other immediate option is to use the pale green Direct Mount Terminal Strips from AutomationDirect that came in the Kit Of Parts. Remove the insulation from the ends of the wires, insert them in the holes, and tighten the screws. You can cut the strips to keep only as many terminals as you need.