No - do not pull the plastic off of the metal knob. (At least, you shouldn't need to.)
The cable you have in photo #1 is an "RCA cable." Theoretically you'd plug one end into the active speaker* and the other end into your music source: CD player or the like. But if you are connecting to a computer sound card, then the sound card probably has a single mini jack** instead of dual RCAs. So you would need either a different cable ('1/8" stereo male to dual RCA male') or an adaptor ('1/8" stereo male to dual RCA female').
That just gets the signal from your source to the active speaker. Now you need a cable or some wire to go from that speaker to the passive speaker. You have two options.
One is a pair of plain old insulated wires***, stripped at both ends. You take a wire, twist the strands together to tighten them up a little, and wrap it around the metal post shown in your photo #4, then tighten the knob down to hold it in place.****
The other option is a pair of cables with the aforementioned "banana plugs" on them. (A web search should yield plenty of pictures of these.) Costs more, but saves you the trouble of stripping wire, etc. You just push the plugs straight into the holes in the ends of the posts, as seen most clearly in your photo #2.
Either way, it sounds like a trip to your local Radio Shack or other electronics outfitter is in order.
*(The red cable into the red jack and the yellow cable into the white jack. There's no difference between the cables - we just use colors to keep track of which jack goes to which jack.)
**(The size you'd plug earbuds or portable headphones into.)
***("lamp cord" or "speaker wire")
****(There may also be a sideways hole in that post, though I couldn't see it in your photo. If there's a hole, you can thread the wire through that for extra grip.)