I see three questions to answer:
1) How do I wire the lights?
You need to wire them in parallel. Assuming you are in the United States, your wires will likely be white and black. This diagram shows how the lights should be wired together.
2) How do I connect the light to the box in the ceiling?
Electrically speaking (and assuming that the wires in the box match the standard color-coding), you connect the black wire from your lights to the black wire in the box, white with white, all with appropriately sized wire nuts. If your fixture has a ground wire or screw, that should be connected to the green wire or bare copper wire in the ceiling box.
To physically attach your light fixture to the box, you use the metal strap attached to the ceiling box. (The one with the hole in the middle that the wire is sticking out of.) You can remove the screws on either end and the strap will come off. Mount the strap on to your light fixture, then put the strap back in position and screw it in.
3) How I use the white junction box?
Read the directions. It will likely say that you can not put multiple wires in to a single hole. Therefore, this junction box will not help you "split" the incoming wires to each of your lights. Find a different solution. Alternatives would be wire nuts or push-in wire connectors. Just make sure you use the correct nut or connector based on the conductor size of your wire. Wire nuts are appropriate for stranded wire. I've had mixed success with push-in connectors and stranded wire so I would stay away from that combination.