Yes, ok, the 2 Purples are the AC lines coming straight from your wall outlet. The Green is Ground (or Earth Ground) and it comes from the 3rd prong on the power cord that is also from your wall outlet.
That Grey little PSU that says
Peter Chou on it is the power supply for for your Arcade board, but can also be used for anything in the cabinet that requires 5v/12v, like coin-door lights for example.
The "main power supply" you're talking about is actually the "power center" or "power block", and it consists of Cabinet Switch (or multiple Switches for powering on the cab - like an interlock door switch), a fuse, a distribution terminal, most likely a big Isolation Transformer (it's a big steely looking square coil thing) and an EMI Filter. This Power Center's distribution terminal splits AC from your wall outlet to the small Peter Chou PSU's AC terminals, and also sends power to the Isolation Transformer to power your monitor. It might also split off power to send up to the Marquee Lamp...
Bob Roberts has a diagram of a basic power center or "block" that shows roughly how the power is all connected:

Here's his great tutorial on it, showing how to wire a cabinet from scratch, just to give you some more information on how power works in a cabinet:
http://therealbobroberts.net/acwiring.htmlIn fact, I recommending perusing more of his topics on his site:
http://therealbobroberts.net/helppage.htmlHe's got a LOT of information for people both new and experienced with arcade cabinets. Highly recommended reading.