Now to connect the servo. Use three jumper wires to go between the servo's female connectors and the breadboard. Try to match up the colors as best you can, to minimize confusion.
Hook up the PWR (red wire on the servo) to the 5V rail on the breadboard, GND (probably the brown wire on the servo) to the GND rail on the breadboard, and the signal wire (orange, in this case) to Digital Pin 9 on the Arduino.
Head over to GitHub to download the code (or copy-paste it right into the Arduino IDE), and experiment!