http://www.fishlore.com/aquariumsetup.htm
http://www.fishlore.com/Beginners.htm
Here are a couple of articles that will help. I'll also go into the basics.
You've go the tank, obviously.
There might be a tray that more or less fits the bottom of the tank. It will have one or two plastic tubes sticking out from it (or space for them). My suggestion is to throw this away. It's a type of filter that I would only suggest for people who are setting up an advanced tank.
Hopefully you've got a hood, which is a plastic deal that fits exactly on top of the tank, and hopefully you've got a light that fits in this hood.
There is likely a heater of some sort. It will either have suction cups on it or a hook that goes over the back of the tank. The one with suction cups needs to be submerged, while the one with the hook has to hang on the back of the tank.
There might be a HOB filter, which is going to be a box, probably black or dark grey, with a tube sticking out of the bottom and a few foam trays inside of it. If there is, it will sit on the back of the tank as well, with the tube on the inside and the power-cord end on the outside.
There might be an air pump, which is a box with a connector for a small-diameter tubing on one end and a power cord on the other. This is likely unnecessary, as well.
Welcome to Fishlore, and keep the questions coming. Look over what you've got and see if you can identify stuff based on the descriptions here, then describe anything you've got left.