Obviously the rudder goes to the esc
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To clarify things -
There are just two connections to make to the receiver:
1. The three-wire lead with a black plug from the speed controller fits into the receiver's Throttle channel.
Don't remove any wires from the plug; and
2. The three-wire lead with a black plug from the steering (rudder) servo plugs into the receiver's Steering channel.
As Mr Jones and Dougal say, with this particular brand of speed controller you do not require a separate battery to power the receiver, so do not plug anything into the receiver's "Batt" socket. The thick-wire connections to the speed controller are as Dave describes.
DM