would be best to find a manual.
if not, just look closer, those pins are labeled. here are some tips:
for switches, both power and reset, since there's no polarity, it is safe to connect them in any orientation.
for leds, i believe that if you got it wrong, they just wont light up and just reverse them. as far as i know they wont get damaged.
just be careful with the usb, esp if the pins are separated, it might burn if you do them wrong