There is only one pin on the Pi that is capable of producing pulses in this way (GPIO pin 18). This will be connected to the control pin of the servo. The power to the servo is provided by an external battery as powering the servo from the Pi itself is likely to cause it to crash as the Servo draws too much current as it starts to move. Servos require 4.8-6V DC power to the motor, but the signal level (pulse output) can be 3.3V, which is how its OK to just connect the signal line directly to the GPIO output of the Pi.

The Pi Cobbler is used to link the Raspberry Pi to the breadboard. If you have not used the Cobbler before take a look at Lesson 4 in this series.

Servo motors generally come with three pin sockets attached. The red and brown sockets supply power (positive to red) and the third yellow or orange socket is for the control signal. To link the socket to the breadboard, use the male-to-male jumper wires.