I'm by no means an expert, halfway thru my second construction using these templates. My guess is as follows:
The piece on the far left is the bottom of the flamethrower. I assumed the other 3 big pieces were more to show you how the flamethrower looks assembled. The two little squares are the front of those two flamethrower pieces.
The big pieces are pretty self explanitory, bottom clamshell for the the gauntlet... you know it wraps around your arm under the parts you've assembled. The wider strips underneath, go between the big pieces, which, when overlapped and curved, line up with some parts cut out of the outer one to form the indentations. The "u" shaped piece is a guide for how much to curve those two (the narrow end of the inner shell should line up perpendicular to this). I'm actually at a loss for the two thin strips, but maybe they go between the inner/outer shell too, longways? I've cut mine out of sintra, so didn't need the inner shell, just put "for-sale" sign material behind the cut-out parts of the outer shell.