LEDs need a current limiting resistor. here is a answer how to calculate the resistor How to get started with basic Raspberry Pi electronics?
Buttons. Look here https://www.raspberrypi.org/learning/physical-computing-with-python/trafficlights/
Buzzer, the GPIO can deliver 3,3volt, 16mA and the buzzer is a 6volt, 45mA device. Both the voltage and the current is to high for a GPIO. So you need a external power and a driver circuit, a transistor and a resistor. Replace Arduino with Raspberry Pi in the picture.