Just plug the board in to your breadboard like shown in this picture:
Now, plug in the power supply, and you should see the Power LED light up, and that's all there is to it. A 9V wall wart is ideal, but up to 35V is ok. The power wart must have a 2.1mm plug.
A few words of warning:
The built-in PTC fuse protects against drawing too much current and against shorts. If your design also includes higher voltages you should be extra careful: Accidentally shorting out the power supply board with high voltage may damage the power supply.
When plugging or unplugging things into/from the breadboard, always turn off power.