It is not entirely clear what your question is, so I just try to explain what CCMP and CCM are, and roughly how they work. Please update your question if this does not answer it.
First of, remember that CCM is a general purpose mode-of-operation for authenticated encryption, while CCMP is a specific way of using CCM within the context of IEEE 802.11 (WiFi).
CCM
CCM is a general purpose mode-of-operation for authenticated encryption defined in RFC 3610. However, since your question is asked in the context of CCMP I specialize the description of CCM to that setting. CCM is a combination of CTR mode encryption and CBC-MAC in a variant of MAC-then-Encrypt. Within CCMP, it uses AES as the underlying block cipher,
and takes as input a 128 bit key $K$, a plaintext $P$, associated data $A$, and a 104 bit nonce $N$.
To process $P$ and $A$, CCM first computes a CBC-MAC over $A$ and $P$ to produce a tag $T$. It then encrypts $P$ using CTR mode encryption to produce a ciphertext $C'$. Finally, it encrypts $T$ using a single CTR block to produce an encrypted tag $C_T$. The output of CCM is $C$ and $C_T$.
What is missing from this description is how CCM constructs the (128 bit) IV block for CBC-MAC and the (128 bit) initial counter value for CTR mode. Both of these are constructed from the 104 bit nonce $N$ as follows:
$\begin{align} IV &\gets Flag_1 || N || Length(A + P)_{16} \\
CTR_0 &\gets Flag_2 || N || 0^{16}
\end{align}$
where $Flag_1$ and $Flag_2$ are two distinct 8 bit values (you can look up their definitions in the RFC).
###CCMP###
CCM is a stateless authenticated encryption scheme. As such, it cannot protect against replay attacks. Essentially, the purpose of CCMP is to add replay protection on top of CCM by introducing some state. In particular, CCMP maintains a 48 bit counter called the packet number (PN in your diagram) which is incremented for each encrypted IEEE 802.11 frame. Since CCMP uses CCM, one of its responsibilities is to create the 104 bit nonce $N$. This is what is shown in your diagram above. Basically, $N$ is created from the 48 bit MAC address of the sender ($A2$ in your diagram), the 48 bit packet number PN, and a 8 bit flag $Flag$ which encodes various IEEE 802.11 settings, in the following way:
$\begin{equation}
N \gets Flag || A_2 || PN
\end{equation}$
Thus, when this 104 bit nonce is feed into CCM, the 128 bit IV and 128 bit initial CTR value, will look like this:
$\begin{align} IV &\gets Flag_1 || Flag || A2 || PN || Length(A + P)_{16} \\
CTR_0 &\gets Flag_2 || Flag || A2 || PN || 0^{16}
\end{align}$
This is essentially all that is happening in your diagram above. The value TK corresponds to what I called $K$ as the input to CCM.
