There are many ways to make a connection. In this circuit it isnt really critical how you do it. In something like an RF (radio frequency) circuit, it is VERY important how you position components and make connections, etc.
Your circuit can be made on a breadboard, on a pre-perforated board with point to point connections, wire wrapping, "dead bug" style, printed circuit board, etc. These are all common methods of prototyping. Here is a nice example of the COCKcroft-Walton section using the "dead bug" style, which may be easiest for the Cockcroft-Walton section because of its size:
**broken link removed** Here, the capacitors are on the bottom, upside down, and the diodes are the black cylinders on top. Note that the direction of a diode is always very important: the silver band on these diodes indicate their cathodes ( cathode --l<-- anode ). Everything is soldered with little blobs where the connections are to be made. As you can see, this example just happens to resemble what the schematic looks like, which isnt generally the case with most circuits.
With any method you choose, the angle of the connection it is not important at all - it does not have to make a "T." Although, in some high voltage or high frequency circuits, sharp angles in PCB traces can be a problem, but thats a complicated subject... In most simple stuff, like this, you dont have worry about it.
An "active component" is one which requires power to operate. Diodes, transistors, IC's, motors, etc. all require power to do their thing.