First, you should probably verify the model of your phone and make sure you've got the right part. I'm pretty sure a fully assembled iPhone 6s display should have three connectors, not four.
Next, compare the new display with the old display. Are they identical? Are the connectors physically different? Sometimes the display ribbon cables get folded in the wrong order so they won't line up properly, and in that case it's a simple matter of carefully reorganizing the cables so they line up with their sockets.
Let us know what you find and maybe we can help further. Good luck!