You are running into a bug in the hardware simulator. When you have more than one RAM/ROM parts in your design the windows get rearranged into this scrambled order. Your Memory.hdl should have ROM32K, RAM16K and Screen as the only memory components. What are you trying to do with the extra two RAM4K parts?
Oh, I did the exact same thing! I'm glad I came here to see what was up before struggling with it too long.
I have to say that I found this chapter very badly organized. In previous chapters, all the "gray boxes" are projects but in this one most of the gray boxes are simply documentation. And the projects are presented out of order from the suggested working order.
While I would agree that the authors could have made this more pointed, the instructions pretty clearly said that the Memory part is built from a RAM16K, a Screen, and a Keyboard part. Thus, to not use the built-in parts you would have to build your own Screen and Keyboard parts that exhibit the behavior for those parts as specified in Figures 5.4 and 5.5, so hopefully the awareness that this isn't something that can be done (with the given parts to build from) should have occurred before even attempting to build the Memory part that uses them.
Making this clear in the comments in the descriptions of those two parts would have been a good idea. But that the built-in parts are to be used was made explicit in the very first "Step" of the Project section (Section 5.5) where it says, "The Screen and the Keyboard are available as built-in chips and there is no need to build them."