First, solder on the stacking female/male headers to your Feather Huzzah ESP8266. (You can use this guide as a reference.) Then, connect the Feather to the Terminal Block Breakout FeatherWing.
Solder the male headers onto the Music Maker FeatherWing, and then fit it on top of the Feather.
Before going any further, make sure you have a basic understanding of how to program and use an Arduino-compatible Feather microcontroller. Thankfully, we have a lot of great tutorials on how this whole thing works. Click here to get started with Arduino, and then come back to this guide to continue.
Confirm that everything is working as expected by following the Music Maker guide here, connecting the Music Maker to a small speaker (or your radio's speaker) and running the Feather Player example.