Picture #3 is actually antenna input, not output. Thus, doohickey in #4 would be used to connect coax line in (to have cable or antenna pass through the switch-box).
Picture #5 is a broken-off twin-lead connection looking like the end of #4. This would connect to the TV. Before coax connectors we had two-terminal VHF antenna in. If this part of the switch-box were intact, you would need a twinlead-to-coax adapter to connect to modern-ish TVs.
Once connections were made, you would have to slide the switch to select either Atari or antenna/cable. When the original Nintendo came out, it was fantastic that we no longer had to slide a switch whenever we wanted to play video games.
As SilverWook has pointed out, you can probably find something like this at RadioShack.