You see that on the schematic all the parts seem to be connected to each other. So, if you used the schematic to make connections, you would connect the parts so they would connect to each other through the breadboard.
For example, find the 0.047µF ceramic capacitor on the schematic by its symbol and C1. Follow the line coming from the top of the capacitor's symbol. You see that C1 connects to the C3 capacitor, the transistor, all of the resistors, the electrolytic capacitor, and so on.
How can it be connected to all these parts when you only connect it in one place?
Remember that all five holes on the same row and same group connect to the same point. For example, if you connect one pin of a resistor to the same row as a capacitor's pin, you are connecting the resistor to the capacitor.
Furthermore, if the resistor's other pin connects to a row with a wire that connects to a terminal, you automatically connected the terminal to the resistor and the capacitor.
You connected the Cds cell to the control volume. When you turn the control volume, it sends a signal to the Cds cell which alters the chirping sound.
Now look at the other parts on the schematic and look at the project you built to see how the parts are connected to each other. This way, you can see how the signals travel from one part to another.