Connect the receiver to the BEC on the esc, it’s the servo shaped plug coming out the ESC. That usually goes in the Throttle connection. DO NOT attempt to plug the RX DIRECTLY to the battery. That will end with further magic smoke.
Servos then plug into the RECEIVER, on the three pin servo plugs. Make sure you put the plugs round the right way, check your RX layout. Red wire on servo plugs is usually 5v.
If you have a servo tester that isn’t fried it could be plugged in instead of a receiver, just like the above diagram. You don’t need to plug a motor in either but do make sure none of the motor outputs are uninsulated wire or a bare metal plug, as if they touch together with a throttle output on then you will cook the ESC.