My first ro/di..I STILL need help =/

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If it's the threads can use plumber dope or there's thin teflon tape that's used on plastic parts. The hose make sure the ends aren't at an angle and pushed all the way in.

The gauge can just be tee'd between the source and the filter, would need to buy a tee fitting.

For the screw in filters, if the o-ring is in place, clean and the seats free of debris, there should be no reason is should leak after being tightened by hand. Give a good twist though.

Bladder, can be charged up with a bike pump.

You got the instructions?