Hey Josh! It's surprisingly simple once you know how it all works, and if you want a video to help you out then Robowars Australia on YouTube has some very helpful videos. Generally speaking, it goes a little like this:

Battery - Removable Link - Fuse - Safety Light- Speed Controllers - Battery

Your Speed Controllers have then got a separate set of wires that plug into the motors and into the receiver. There's a few really important things to note about ESC's though, namely their ampage, their BEC/UBEC and whether they're brushed or brushless. Your ESC needs to have a higher ampage than your motor is going to draw, ideally by a decent amount, so that it doesn't over-heat or go wrong. You'll want to ensure it's got a working BEC too as this allows the ESC to not only receive commands from the Receiver but also to give it power so you don't need a second battery. Finally, ensure that your ESC's match your motors as to whether or not they're brushed to brushless. You can't use a brushed ESC with a brushless motor and vice-versa, at least not without some modification! You can also add stuff like Gyro's and other fancy bits, but they're all individual and not required to make a good machine.

When it comes to sourcing parts there's a lot of places. We make extensive use of HobbyKing.com , Robotshop.com and occasionally Ranglebox.com as all of them are good companies who provide a lot of what you'll need. It's well worth checking the For Sale section on these forums too, you might find something really useful!