Assemble the Arduino, motor shield, Ginsing, and prototyping board using the respective instructions for each board.
I used a piece of tape to cover the LED on the motor shield board (center) because it was throwing off the light sensor. Also, you can use this photo as a reference for wiring up the motor shield to the stepper motor (notice the colored wiring).
The Ginsing board (right, yellow) offers two ways to get audio out from it. One is a wired speaker output (marked SPKR) and the other is a minijack audio output that can be routed to an external powered speaker or headphones. Both are connected in this photo but I found the best results using the minijack with an external powered speaker.
Also notice that I removed an LED from the Ginsing board (LED 1, lower left). I did this because it was throwing off the light sensor on the proto shield.