the bit on the right side--looks like a hex key? It inserts somewhere--mine goes through my foot and tightens--and the shorter bit is to keep your quilting lines straight. Like if you were doing cross hatching--you should be able to set that to whatever width you want and then you line your previous stitching up with it--and it will keep your stitching lines consistently the same distance apart. You angle it down onto your previous stitching--rather like lines on your throat plate--just a tool to help you stitch straight.
as above poster its a guide attachment to the walking foot see this blog for an examplehttp://thehabygoddess.blogspot.com.au/2011/12/using-your-walking-foot-guide-arm.html
it inserts through the presser foot and you use it for repeating a design. the blade looking thing run it along where you already stitch and the the needle will repeat the design so to speak however far you want to go from where you stitched before. I hope that makes sense...not very clear I know.
It's your quilting bar, as above comment. It travels in the "groove" of the previous line of quilting. Your hole for it is at the very back of the walking foot. It doesn't work with your free-motion foot. Sometimes there is a screw that fits in the back of the walking foot that lets you tighten it down to stay in place. On some machines (Bernina I know) there are screws and holes on many feet to use this attachment. I've tried using it multiple times, but it usually just is in the way for me, and I bump it out of alignment. You should be able to insert it from either side.
yep, Lori is correct....the rod part fits into the back of the walking foot. Your channel quilting will be nice and straight if you keep the guide on the line. My regular sewing macine foot ankle has a place that it fits into also...I've used it for decorative stitching to keep everything in line.