If you want to play your flute, you have to know how to put it together first. The flute has three parts to it, the head joint, the body joint and the foot joint. The head joint is the middle sized piece, the body joint is the biggest piece, and the foot joint is the smallest piece. Make sure you're carful when putting it together...
First take the head joint with the body joint. Connect the head joint to the middle joint, with the embouchure hole in line with the first key. Make sure not to grab the keys when assembling your flute, because you could end up bending them. See photo bellow for help. If the head joint gets stuck, never force it in!
Then, you take the foot joint and line it up with the body joint. You'll want to line the pinky key, with the keys on the body joint. See photo bellow for help.
You're flute should look like this when you're done..
If this explaination didn't help too much, here's a video to help show you how to put your flute together..