Everyone has been spot on so far.
The small boxes with coloured bands are resistors.
The colours determine their values (normally first two value, third "power" i.e. 10^3 and 4th is normally gold and means 5% tolerance although it can be slightly different and there can be more than 2 "value" numbers.
red red brown gold is what they are which means 22*10 with 5% tolerance aka a 220 Ohm resistor (fairly common)
Search for resistor colour/color codes for more.
The two boxes with a + is a capacitor. They act as a charge storage device (in this case probably to smooth a signal).
There are two types of capacitor, electrolytic and non-electrolytic.
The former are usually cheaper and of higher value with the "downside" (it can be used in certain circuits) and the latter can be used both ways (but are usually smaller in value and more expensive).
As people mentioned put them in the wrong way and at best your circuit will not work properly and at worst you will blow it up.