In the first two pictures, the parts that are loose, are for the hurricane bolters, the flat rectangle piece goes on the back of the hurricane bolters once the two halves are glued together.
I don't have my model here with me, away from home at the moment, but I'm fairly certain they are cosmetic, don't actually do anything.
The other piece goes on the other side of the hurricane bolters, its the targeter piece.
Everything else in your two top pictures are the flamestorm cannon parts, the two halves of the cannon, the connection piece and the fuel tanks.
As for your bottom picture, the upper right is the two halves of the storm bolter, it can be attached to the small turret piece above the storm bolter. Its the one that is on the left, or it can go on the small triangle piece next to the small turret, and then attached to the flat disk in the same section of the sprue.
Hopefully you will figure out what I'm talking about, since I don't know what the numbers are on that sprue that correspond to the pieces I'm talking about.
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