the dots signify phasing of the windings. for 110, connect the two black dots together (black and violet), and the two others together (grey brown). for 220v input, you would connect live to black and brown, and connect grey and violet to each other (series connection)
the output is handled similarly - if you want to do a +/- power supply, you would connect red and orange together - that would be the ground, with blk as + out and yellow as - output (to rectifier diodes)
if you are doing a single supply, then it depends on the voltage output you want, by connectig the secondaries in series or parallel - remember, if you do parallel, connect the dotted leads to each other, or the transformer will get really hot really fast - like, fire-hazard hot!!!
if none of this makes any sense, you may not want to mess with live ac....