You need all components to be linked together with wires, except the pad which goes underneath the emitter.

The safest way to be sure everything is linked properly is to connect all three large generators (needed to get the required 27 energy), the console and the dish to the emitter.

Your layout should look like this:

Be sure your pad is snapped correctly under the emitter. It will draw its power automatically from it, you don't need to use a wire.

NOTE: If you decided to build the Signal Interceptor with the BoS at the Boston Airport, you will need to get rid of the rugs in order to snap the emitter to the pad.

With rugs (Cannot place it correctly):

Without rugs (Snaps into place):

Failing to place the pad under the emitter will trigger the generic "make sure they are on the same grid" sentence.

I had a similar, if not the same, problem--for me at least, it turned out that I needed way more power than the power requirements for each individual component added together. They should need 27 power total, but mine wouldn't work until I had well over thirty. Just keep connecting small/medium generators until they power up!

Additionally, check how your wires are connected. I found a glitch where not all of the components would power up if I powered them with wires in between in. Instead, make sure you have a single tower that all of the generators are connected to, and connect wires from that tower to each of the components.

I'm still not entirely sure how power works in the game, but hopefully one of the above solutions fixes it for you.