Need some help. I purchase these after market lights and trying to install them because my previous ones were broken. Connect them but still not working and have a couple questions hope yall can help out with.

1) Top pic - What is this piece for? Doing some research looks like an led conversion? The stock one I took out didn't have this so assuming I don't need if using HIDs?
2) Middle pic - The new light doesn't have this cover for the light. Is this needed? What does it do? I feel like somethings not right since I just put the new HID in but its not connected or anything
3) Bottom pic - This is the new light but without the cover mentioned above. Does it need to be connected to something or should work just like this?

 

Picture #2: This is the bulb socket. This plugs onto the base of the HID bulb (picture #3).

There should be a "dust cap" which seals off that opening as shown in this pic:

The dust cap helps to seal the headlight housing preventing dust and moisture from accumulating inside. While, technically, the lamp will work without the cap, it will not take long for moisture to condense on the inside and "fog up" the lens. Did your old headlights not have these?

As for picture #1, I can not say what that connector is for without some details. If I were to guess, do these aftermarket units use a separate bulb for HI-BEAM? If so, that may be what that connector is for. Being a 2009, the fog lamps are integrated into the headlight housing as well. Could be for that. Again, I would need more info on those units. Did they come with some type of installation/ instruction manual? I am certain they are not 100% plug-and-play, or are they?

Edited to add: New, OEM replacement caps can be found online. Z1 Motorsports has them the cheapest though I did not search very thoroughly:

To note, I ran that part number against my ('08) Coupe VIN and they are same.