Now that you are aware of all of the GPIO capabilities, you can start putting them to work. In order to do this, it is best to purchase a small breadboard and some jumper wires; this will make connecting to the outside world easier.
They are easy to find. You can purchase one at almost any electronics store or on any online electronics site. The jumper wires you want are male-to-male solderless jumper wires.
These jumper cables plug easily into the header pins on the Arduino Uno or Mega and the breadboard. If you are working with FLORA, you will want to purchase some alligator clip style wires. These will make connecting to FLORA easy.
There are also many starter kits which come with breadboards and jumper ...