The description of the bzImage in Wikipedia is really confusing me.

The above picture is from Wikipedia, but the line next to it is:
The bzImage file is in a specific format: It contains concatenated bootsect.o + setup.o + misc.o + piggy.o.
I can't find the others (misc.o and piggy.o) in the image.
I would also like to get more clarity on these object files.
The info on this post about why we can't boot a vmlinux file is also really confusing me.
Another doubt is regarding the System.map. How is it linked to the bzImage? I know it contains the symbols of vmlinux before creating bzImage. But then at the time of booting, how does bzImage get attached to the System.map?