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.
Best Answer
You need to be allied with a faction from what I can tell, then talk to their tech specialist.
You should be able to do it with the Minutemen if you've taken back the Castle.
The possible factions are the Minutemen, The Institute, Brotherhood of Steel and Railroad.
I personally used BoST build it, but a plot twist has made me consider stabbing them in the back. Just saying.