Noob Where do you plug the wires?

In some cases things seem obvious and in others I think its something you need to learn. I have:
Black Varishape VCO2 - Connections - IV/OCT, EXP FM, PWM, OUT
Black Market Colour Palette - Connections - CTRL A, CTRL B, CTRL C, CTRL D, IN(1), Out(1), IN(2), Out(2), IN(3), Out(3), VCA1, VCA2, VCA3, SUM.
BASTIL GRANDPA - Trig A, Trig B, Cv In, Out

OUT - I know means what it says, But out to where?
SUM is also an out and I know its summing 3 outs on the CP where the Outs are the discreet channel.
TRIG is it an in or an out and from where?
IV/OCT, EXP FM, CTRL - same question as TRIG
Cv in, can that Come from an OUT or just Cv outs?

What is the worst that could happen if you just try plugging something in to see what happens?

In general, there is no fundamental difference between audio and CV, both are just voltages. What makes them one or the other is the receiving end. E.g. there is not much use in listening to 1V of DC, but add that voltage to the 1v/Oct input of a VCO and it will play one octave higher. Avoid patching together OUTs of modules that produce a voltage. Other than that I , go ahead and try. When unexpected things happen, unplug and try to figure out what's happening. Also, read up on the manuals when you're stuck. It might help ;-)

Not everything I have has a manual and the manual may say out, but not all the options that out could mean.

But thanks. hopefully I wont smoke anything.