Okay, I'm going to start off with a sentence, and it's not meant to be mean or derogatory.
You may be in over your head. Much of what you are asking about is the rudimentary basics of amp building and if you are having trouble comprehending the filament wiring, you are probably going to run into some much larger issues. Still, it's best you ask these questions and seek help instead of just forging on.
H1/F1 and H2/F2 is the 6.3 volt filament supply (also known as heater supply).
Let's look at this picture.
To the left, you'll see a twisted pair of brown wires, that is the filament windings of the power transformer, that is what Nik marked as H1 and H2 on the layout. It doesn't matter at this point which is which, it's AC voltage just connect one to pin 4 and one to pin 5.
Now, at this point, it DOES matter which is which. Note the twisted black and red wires that run between ALL the tube sockets. These are F1 and F2. They are different colors so you don't get them confused. Connect the RED F1 wire to all the pin 4 of all the EL84. And then run it to pin 4 of all the 12AX7 tube sockets (pins 4 and 5 are jumpered, so you can connect to either on the socket). Connect the BLACK F2 wire to pin 5 on all the EL894 sockets and then to pin 9 on all the 12AX7 sockets.
These wires are all twisted because they need to remain parallel to one another to reduce noise, so the traditional to twist the wires together so they are always running in exactly the same direction. These wired carry AC current, so you want to steer them away from signal wires as much as possible. And when you get wiring up tube sockets, the other wires should be perpendicular to the other wires on one plane or another when possible.
C1 connects to C1 and C2 connects to C2.
The Hot/Line voltage runs from the Line pin of the power socket to the fuse than the switch (wire C1).
The Neutral voltage wire runs from the Neutral pin of the power socket to the switch (wire C2)
X and Y connect to the 1.5K ohm resistors connected to pin 2 of the middle EL84. You'll find them almost directly beneath the X and Y you circled on the turret-board, between the turret board and the tubes.
Other issues you may run into...
HT=High Tension/High Voltage from the power transformer.
CT=Center taps of the power transformer, these go to Ground.
My advice, before you get much further, is to step back and research a lot more on tube amp construction and why we build them the way we do. There are instructions online for things like the Metro Plexi Kits (on Metro Amps forum) and the Tube Depot 5E3 and Marshall 18-watter kits (at their site) that may not be for the Rock-It/Rocket, but will great advice and instruction on the order of the build and important details not to overlook.