How does the first noble truth associate dukkha with each of the five skandhas?
They are related to all aggregates.


Birth is the arising of aggregates. Death is the disappearing of that which arose. Ageing is the changing in between.
Sorrow, lamentation, pain, grief, &amp; despair are all Dukkhas caused by clinging to the five aggregates.
Association with unbeloved is the association with painful experiences(five aggregates). 
Separation from the loved is the separation from pleasurable/neutral experiences(five aggregates).
Not getting what is wanted means not being able to control the five aggregates at will: Not being able to retain pleasurable/neutral experiences. Not being able to keep away painful experiences.