Circuit Connections

LEDs

LED1 (+) → Arduino D2 through 220Ω resistor
LED1 (-) → GND

LED2 (+) → Arduino D3 through 220Ω resistor
LED2 (-) → GND

LED3 (+) → Arduino D4 through 220Ω resistor
LED3 (-) → GND

LED4 (+) → Arduino D5 through 220Ω resistor
LED4 (-) → GND

Push Buttons

Button1 → D6 and GND
Button2 → D7 and GND
Button3 → D8 and GND
Button4 → D9 and GND

(Using INPUT_PULLUP in code, so no external resistor is needed.)

Buzzer

Buzzer (+) → D10
Buzzer (-) → GND

Ultrasonic Sensor (HC-SR04)

VCC  → 5V
GND  → GND
TRIG → D11
ECHO → D12