The components need to be connected in a proper order. Before we get into exactly how to connect the components, let's take a look at what goes where. The following diagram shows the order (from left to right) that components should be connected: from the battery (left) to the motors (right).
You may notice that the connections on the motors alternate in their sequence of wires. There is a reason for this. Let's talk a bit about how a brushless motor is connected.
First, do not put any propellers on your motors until you are ready to fly. During assembly, you may spin up motors at times; having props attached could lead to disaster if you're not ready to fly.
In some cases, you may need extension leads for your motors to reach the ESC, or even adapters (if the bullet connectors differ in diameter). You'll also notice that brushless motors have three leads rather than a simple positive and negative lead (as a brushed motor would have). It's pretty...