Here's how a typical windsurfing rig fits together:

The mast base screws into a base slider plate that is inserted into the mast track of the board.  The mast base is positioned in the mast track according to user preference.  The mast is slid up the luff sleeve of the sail and then the mast extension is slid into the bottom of the mast.  The sail is then tightened down usually using a pulley system on the sail and/or the mast extension. This process is referred to as downhauling the sail and the amount of downhaul depends on the  

type of sail and what you want it to look like when you're finished.  The front end of the boom is clamped onto the mast and the end of the boom is attached to the clew of the sail.  The sail is then tensioned with the line on the end of the boom.  This is referred to outhauling the sail.  Different sails require different amounts of outhaul which can vary between none and lots.  The sail is then attached to the board by clipping the mast extension into the mast base.  

 Here's what it looks like when its all put together: