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.