Sean
You are not wrong. Leave the brass links exactly as they are.Those are then the three places to connect the three output wires from the VFD.
The VFD output will be labelled U V and W but the letters are not important, just wire each one to one of the brass links. (and an earth wire).
The manual for your VFD will probably have a basic wiring diagram but initially all you need to be concerned with is connecting the mains input to the VFD and the wiring to the motor.
Most likely you will be able to carry out basic control of the motor using the VFD buttons and display but it wont be long before you want to control the machine with 'remote' switches (and a potentiometer) that are mounted on the machine itself.
As this is the first VFD you are going to use please dont hesitate to ask questions here, once you experience the benefits of three phase and VFDs you will be a convert!
Ian P