Trying to connect what exactly? There’s a lot of connections in the picture you sent.
Lights lit up
You really need to provide more detail. You’re trying to connect what? The driver station to the rio? The rio to… something? Motor controllers to something?
I’m not sure if you meant this seriously, but if so, we’d certainly need to see both ends of most of the wires, and how they route. I’d also recommend tying the components down so they don’t move around relative to that pegboard, and ensuring that the main breaker is rigidly mounted so you can push the button easily!
On another note, I can’t be sure, but the finish of your wire insulation looks like it’s THHN house wiring. Solid core wiring is not recommended for robots, because it tends to suffer fatigue and break when bent back and forth a few times, or even after a bunch of vibration. Robots, like cars, move and vibrate, and as such, stranded wire is highly recommended over solid. My favorite robot wire (16AWG and larger) is the red/black zip cord like you can get from powerwerx, but when in a hurry and need to source robot wire or most other electrical parts locally, I go to the auto parts store rather than a home center. (If you check all your motors and controllers with integrated wires, you’ll see that they’re all multi-stranded.)
If you are trying to connect the ethernet and saying that the two lights are lighting up, yes they are supposed to light up. However, personally, I like to stick with USB most of the time, USB A to B.