The top two connections on the right hand BBB expansion header (as the board is pictured above -- P8) are both GND. The blue lead is connected from this GND (0V) connection to one end of the resistor. The red lead is connected to pin 3 of the other connector (3.3V) and the orange lead to pin 12 (P8.12), which is the right-hand connector on the sixth row down.
The resistor 'pulls down the input pin (P8.12) so that it is at 0V (GND) until the push button is pressed, at which point it will be at 3.3V.
The pins are numbered left to right, 1, 2 then on the next row down 3,4 etc. You can find out about all the pins available on the P8 and P9 connecters down each side of the BBB here: http://stuffwemade.net/hwio/beaglebone-pin-reference/.