How to assemble this headset?
Without knowing the exact model of headset you're installing it's difficult to give a confident yes, however it looks correct. From left to right you have a fork crown race (this gets pressed onto the fork), two head tube cup and bearing assemblies (see below), upper race/dust cap (installed directly onto the upper head tube cup assembly), and finally a lock nut (this should be installed above any spacers you may use). The orientation of the parts in the first photo appears correct as well. If you've never installed a headset Park Tool have an article on servicing threaded headsets and Sheldon Brown has an article going over headset types and service procedures.

The only unknown is if the two head tube cup assemblies are identical (ie, can be swapped freely) or if there is a specific upper and lower assembly. There should be markings on outer housing or something in the installation instructions to help identify which is which if they came as an upper/lower pair. You may also find that only one fits snugly into the dust cap and the other is loose which would indicate which one to use as the upper.