I made a scribble:
To check that you’ve wired things up correctly, use a multimeter in voltage mode to measure the voltage between the 0V point (black lead) and one of the red points (red lead). You should see roughly the given voltages (*). Once you’ve verified that, measure the voltage between 0V and pin A0 on the Nano, and rotate the switch. You should see all the voltages you saw before, one at a time, as you rotate through the positions.
*) In practice it’s a bit less because the Nano is wired weirdly, with regulated 5V from the 78L05 connected to VIN instead of +5V, which results in a slightly lower voltage on the Arduino 5V pin.