Conductor that carries electrons:
From the pic we can conclude that the conductor is the wire, in this case it would be A.
Load that transforms energy:
From the pic, it is the bulb which transform the electric energy into light and heat, so it would be B
Insulation that prevents electrons from flowing:
It is the cable sheath, from the pic it is C
Area of low potential energy for electrons:
It is the negative part of the battery, from the pic it is E
Area of high potential energy for electrons:
It is the positive part of the battery, it is D