Check that the SMT372T is the right way round. If it is correct, the RSL connectors will mate with the SMT111
Align it squarely, and push firmly. You should feel the connectors mate
Screw the board down at the two corners. This not only fixes the boards together, but also supplies 3.3V to the SMT372T
The XDS560 from SEED has one pin in the connector blocked (Pin 6). This matches up with the missing pin on the SMT111.
The SMT568 connects the SMT372T to the Xilinx JTAG pod.
The single wire is ground.
Ensure that Pin 1 (the red wire) is connected to Pin 1 on the SMT372T
The large white connector is 12V DC in. The connector is keyed and will only fit one way round.
That's it. Your boards are now together and you are fully connected for Code Composer and ISE / iMPACT.