I received a couple of heatsinks in my pre-assembled electronics box. However, I am not sure where I should attach them in the Arduino and Raspberry Pi boards.
Since, the outside temperature here in the UAE goes up to 50 celcius, I think it is important for me to use these heatsinks and probably more.
Could you suggest how and where I should attach them?
Hi!
The heat sinks go on top of the IC on the A4988 Stepper drivers.
Each heat sink has a sticky piece of thermally conductive adhesive on the back - you will have to peel off the film coving this adhesive prior to sticking them on the IC. Take care to only remove the film and not the adhesive. Long fingernails & patience help! 
They look like this:
This is what they should look like after you have attached them:
