Convert regular expression to Automaton
Regular expressions can be turned into (nondeterministic) finite automata very easily. What your automata are missing are start- and final states.

Once you have marked those, its very simple: If you have the automaton $A_1$ for $(a|ba)$ and $A_2$ for $(a|ba)^*$, to get an automaton for $(a|ba)(a|ba)^*$, just add $\varepsilon$-transitions from all finite states of $A_1$ to the start state of $A_2$. (This is btw part of the Thompson-construction, in case you want to look it up :) ) If needed, you can then remove all $\varepsilon$-transitions.

If you directly want to construct a $\varepsilon$-free NFA, you can use Glushkovs construction.