There isn't a neutral connection because it doesn't need to be switched, the neutral is always there as it's connected via a strip connector. Single switches only require to be switched via live. Putting it in a strip connector just keeps it in the rings natural.
If it was a multi way switched light (i.e. one at each door, one upstairs one downstairs etc) the netural would double as a live or would be switched through the neutral.
The live ring is looped at the top (2 live cables, they are technically one complete circuit) Bottom is to your light so it gets power when the switch is made.
Just leave the neutral into the strip connector. Loop the earth, you'll need an extra bit of cable.
I'm not familiar with the little logo on the right hand side of the three. Put the ring lives into L1, put the live to the light into l2 and test it. It may be that just means it goes on or off and isn't adjusted by the dimmer switch. I'm not too sure. If it doesn't try it in the 3rd one.
The update me
Neutral doesn't break at all, neither does earth.