Connect GA4, tag manager, website, analytics, conversions, etc

I am looking for assistance connecting my platforms and tools to help boost the performance of my website. Specifically, I need help linking Google Analytics 4 (GA4), Google Tag Manager and Analytics in order to achieve my main goal of conversion tracking. Some of these tools are currently installed, but not all of them, so I need help with the installation process. With these connections, I am also hoping to track website traffic, understand user behavior, and further optimize the performance of my website.