#6 and #9 have the bearings inside. They tighten down with a special tool - check the Park Tool web site for details. Once the bearings are installed, with #7 captured in between to keep water out, the crank spindle slides through fairly easily. The left side crank arm then attaches and you tighten it all down with the pinch bolts.
For more details on how to install everything check the Shimano web site.
Becareful buying/selling bike parts on-line. I learned the hard way. :(