The inner wear should go on first then if you like you can layer one or both of the spandex sleeves on top with the Retainer Band worn at the base of the shaft or directly behind the glans. You will probably only want to wear the inner wear with the Corkscrew on top.
Most uncut guys retract the foreskin within the sheath and seat the silicone ring directly behind the glans for a secure fit. However some guys do wear it with the foreskin left covering the glans so you will want to experiment with that.
Let me know what size you are wearing and how it is going after more experimentation as suggested above.