The orange stuff is glue to keep them from breaking off or vibrating. It is sometimes a big problem as it breaks down and becomes corrosive. Ideally, it should be removed and the capacitors (or replacements) remounted with silastic, but you don't have to do that until you're ready.
The cut black & yellow wires are the mains input. They look to be a little bit short for mounting an IEC receptacle, so you may have to either extend them with splices, or replace those wires with longer ones and crimp new connectors to plug into the fuse board's CN1. I would follow Richard in suggesting that you do use a grounded IEC C14 receptacle and a grounded flex. The ground pin on the C14 should be connected to a green wire and spade terminal, and the spade hooked to one of the chassis screws with a star washer: the brass screw on the right side of the fuse board looks like it would be perfect, as long as it has electrical continuity to the chassis.
The transformer is a worldwide type, with 100/120/220/240 V inputs along the right side. For 240V use, the outermost terminals are used. It says 36.2VAC output, but there look to be at least two separate secondaries, which are probably different voltages. The red/black/red output wires are probably the 36.2VAC output center-tapped, so 18.1VAC between each red and the black. This is normal for a linear power supply regulating down to +12/-12 VDC. I can't see what's going on with the yellow and orange wires disappearing behind, those could be even more secondaries.