Welcome to AA!
Here's a thread that explains all the equipment you'll need which it looks like you have most of it, but some of them are missing parts.
Stock list and tips for maintaining your SW tank.
pic#2 is a protein skimmer, that particular device sucks waters in and mixes it with air bubbles. The air bubbles trap organic waste when they form and since they don't pop easily, they float to the top canisters and flow over the lip into the holding cup. You'll need to empty that daily as it can get full fast.
pic#4 is your power heads, those go inside your main tank to blow water around to create a current, it's best to place them on opposite sides of the tank slightly facing towards the surface to make the surface ripple for gas exchange (it gets more oxygen in your water which is good).
pic#5,6,7 are of your return pump and lines that go back into your tank. You'll place the pump into your sump and run the lines so the nozels are on opposite sides oy your tank hanging over the top.
pic#8 is your sump, that goes under your tank and it's where you place the return pump along with the protien skimmer. The pump probably satt on top of the Blue/White plastic thing and the skimmer probably goes on the other side of the glass where the tube is.
It looks like you need an overflow box (can find them on EBay pretty cheap) to feed water to your sump though and you'll also need a refractometer (or if money is tight, a hydrometer) to test how much salt is in the water. You'll also need testkits for ammonia,nitrites, nitrates,ph, and alk
. You can usually buy them together in a master test kit which includes them all. Hope this helps a bit.