L1 and L2 are fo the Jensen Inductors which are not needed (you'd probably know if you needed them) unless you need to drive capacitive loads or loads of a couple hundred meters or more. the Jensen part is optional and you have to order it yourself.
Just jumper L1 and L2 with pieces of wire left over from the transformer leads. A jumper or inductor is required to fill the spot for the preamp to work. Look at Tim's picture on the main A12 page to see what this looks like, or check mine out here
http://www.pbase.com/sbushman/image/33139147.jpgThe capacitors Tim sent are 1800uf instead of 1500uf and will work fine. I actually did the same substitution on one of mine since DigiKey was out of the 1500s. The 1800s will work fine and won't sound any different.
C2 is only required when using a Lundahl input transformer instead of the Cinemag included in the kit, and C6 is only required when using a Millennia Op-Amp. If you are using the Cinemag and SC25/2520 op-amp leave them out.
Jumper settings are listed in the instructions, but generally you should jumper pins 2 and 3 on the input and output connectors, Leave J1 and J2 unjumpered unless using a transformer with split primaries (you're probably not) and J5 should be jumpered to include the 604 ohm load resistor on the output. J6 is not a jumper but is an extra output (half the signal as the mains) which can be used for driving a meter or whatever else you've got in mind.
Removing the jumper from J5 can result in a gentle high frequency lift due to the transformer ringing, and may be desired for an effect, but with the jumper in place the response is more linear/correct.
How'd I do Tim?
Shane