That black wire that your arrow is pointing to is where you will connect the HOT wire.
That small square block inside the box is a power filter. The input (120 VAC from your wall power) is on the left of the filter. Output is on the right.
Hot goes to the fuse, it leaves the fuse, goes to the door switch (which you will need to tape the plunger in on the switch if the door is not installed), it leaves the switch and goes to the brown wire on the filter.
The NEUTRAL from your power cord should connect to the brown blue wire of the filter.
The GROUND of your power cord should connect to the green wire of the filter.
Coming out of the filter, it should connect to that big isolation transformer.
If you are going to mame this, and use a computer, you probably wont need anything else (AFAIK).
The transformer is needed to isolate the monitor.
You can tie your PC power to the incoming power cord for now to get you started. Or just plug the pc into another outlet.
I have never tried to use an original monitor on a mame setup, so if anyone sees a problem with this, please speak up.