For example the probe: Run your positive wire to A5 (Probe) and negative to any pin labeled GRD
I realize this schematic still might be too high level, but here is the X-Controller (also all the other digital model files; useful for inspiration).
For Switches: For your switches all you need to do is connect one end of a switch to the PIN, and the other too any GND. GND of your Arduino, or even GND (GROUND) of your 24V Power Supply.
It’s that simple.
- RESET/ABORT
- Feed Hold
- Cycle start/resume
PROBE is easy as already stated: A5 to probe, and other wire goes to ground.
Coolant Enable is an OUTPUT. This would attach to a relay. Just like Spindle Enabled; an OUTPUT.
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FYI that diagram you have posted is for GRBL version 0.8
GRBL version 0.9 and higher is different.
Please see this page for the most current details:
This is what I used.
Screw Shield for Arduino https://www.amazon.com/dp/B00I6OADKE/ref=cm_sw_r_sms_awd_xajYwbG60JHJV
I tinned all of the wires and inserted them into their designated locations and tightened down the set screw on the terminals.
I had to modify the arduino mounting case and cut the sides off to get this to work. But the connections work well.
Also had to add two jumper wires to finalize the hookup. For some reason two of the connections are not on the screws yields.
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Also if you notice, I did not have to use the Header Pins, that were soldered on.
The addition of the screw shield will keep from having to solder anything directly to the gshield.
Nice now all you need is one of these (2 instock) Ultimate X-carve Limit Switch Shield so you can use your limit switchs the way they were ment to be and not only as homing switches 
Here are a few graphics I used (found in the forum) to set up my controller
Wiring of X-Carve.pdf (202.8 KB)
Wouldn’t be a bad idea. 