"I was wondering if there's any more detail guide on wiring and stuff? Even the DIY link is a bit too brief for me to figure out all the pieces."
Nope. You have it all. Don't worry, once you have the pieces in hand, it is clearer. The 3 piece plug has uniquely marked sides so with that in hand and the DIY article w/pictures as a reference, you'll get it. If you want to test your circuit before soldering, add one of Dimension Engineering's "breakout boards" to your order. With that, you can plug in the SWADJ3 regulator and clamp wires into a fixture holding it. It's only $10 more and is quite handy for testing your circuit. You can get the SWADJ3 and breakout board here:
3A Adjustable step down switching voltage regulator.
By the way, the block box in which I placed the regulator is Radio Shack's smallest project box and only cost a few dollars. An alternative I considered was some 3/4" PVC pipe with end caps. The SWADJ3 fits into it nicely. I opted for the box because I had an extra one on hand.