I'm pretty sure that's good, the "open" side of the cartridge bearing should face the "cone" on each side, and not the "cup". So that looks good.
The centering sleeve goes on top of the cone, so your order (using the top as an example) is cup-bearing-cone-centering sleeve. That sleeve keeps the steerer tube in the center of the head tube.
Next up, the cone shaped part labeled FSA, and on top of that, however many spacers you want to make your stem the right height, and then the top cap with the hex bolt in it. The top of your steerer tube (tube attached to the fork) should be slightly below the top of your stem tube, so that the top cap can apply pressure. Tighten down that top cap by screwing the hex bolt into the star fangled nut until it's tight, but not so tight that the bearings don't roll.