The Qwiic Connect System, which Sparkfun created and is popularizing, lets you connect multiple I2C devices together without having to solder connections to everything, reduces the possiblity of connecting the wires incorrectly, and makes a mess of wires into a professional looking product.
Each Qwiic device has a polarized 4-pin SMD female connector and either a male or female dupont header connector on the other.
Sparkfun has a few devices that have a Qwiic connector already on the board, the RedBoard being one of them. With that, you just need some Qwiic to Qwiic wires to connect all your Qwiic-compatible devices.
All μFire boards come with two Qwiic connectors, this allows you to connect one to the other in a daisy-chain. So figure out if you need a male/female to Qwiic wire to connect your master and μFire board, and then however many Qwiic to Qwiic wires you need to daisy-chain the rest together.
You can buy all the wires you need through this website at the same price Sparkfun sells them.