Take a look at the following drawing for how a simple home studio is laid out:
Make sure you connect each of the devices separately and turned off. I suggest you start with connecting the audio interface to the computer, then the rest into the audio interface and into the computer.
Now that we have the hardware connected, make sure that everything is running smoothly by installing the updated drivers of each unit separately. Each piece of gear has its own dedicated driver, so either install them from the disks or built-in programs that come with the gear, or go into their respective websites to download the latest drivers and any relevant software. Make sure you have the latest drivers for everything to stay updated.
You can see that it's pretty straightforward. Check the video lecture on me setting up a small portable studio, capable of composing grandiose orchestral soundtracks, to see how this might look in a real-life setting!