The TEG (Central part) has two orientations,

you can tell the orientation by the grey parts either to the right, or above/below it, respectively. That is where you put the circulators, which have four orientations,

you want the circulators to be to either side, or above/below it, depending on which way the TEG is orientated

,

, then wrench all three parts down, the lights on the circulators should light up. The red four-pixel light on the edge of the circulators signifies the output direction of the gas, you can also examine a wrenched down circulator and it will tell you it's output direction. You want to pipe hot gas into the input of one of the circulators, and cold gas into the input of the other, the output gases have a temperature averaged between the hot and cold. The greater the difference between the gases temperatures, (and perhaps more, I haven't tested much), change how much power is generated.