You'll need a soldering iron and solder.
We are building this project around the FeatherWing Tripler to connect the Feather and two FeatherWings.
You could also use Feather Stacking Headers for a different form factor, to have the boards stacked on top of each other rather than next to each other. Decide what you'd like to do, then plan ahead accordingly!
In this example, we'll solder male headers onto the Feather and two FeatherWings, and female headers onto the FeatherWing Tripler.
Do the same for the Music Maker FeatherWing, attaching male headers.
Then attach male headers to the Adalogger FeatherWing.
Attach female headers to the FeatherWing Tripler. You can use one your soldered Feather boards to help keep the female headers straight while you solder.
Place the Feather, Adalogger FeatherWing, and Music Maker FeatherWing into each of the Tripler's slots. The order is up to you, but you may want to consider things which will connect to the device, such as a possible LiPo battery, which would mean placing the Feather on the far right side. Also consider cables that will be connecting to the device, such as a USB cable to the Feather to provide power, or the audio jack output on the Music Maker FeatherWing.