Fritzing

The longest wire of the RGB LED is the anode (power) wire and it is either 2nd from the left or 2nd from the right depending on how you've turned the LED. If the anode is 2nd from the left then the wires run: Red, anode, Blue, Green.

Insert the RGB LED in to the top of the breadboard with the anode wire as second from the left.

Insert the 330 ohm resistors, as shown, below each of the red, blue and green wires straddling over the breadboard barrier.

Add a red wire from the 1st LED wire to pin 8 on the Arduino; a blue wire from the 3rd LED wire to pin 9 on the Arduino and a green wire from the 4th LED wire to pin 10 on the Arduino. The Arduino now has wires red, green and blue in order on pins 8, 9 and 10.

Run a wire from the LGB anode wire (2nd from left) to the 5v pin on the Arduino.