Does the car you are installing the empeg into have the original factory connector that plugged into the factory stereo. If yes then you need to buy an adaptor harness like one of these Link

Then you connect this adaptor to the connector that is attached to the car and connect the wires from the adaptor to the empeg sled.

If you don't know what the wires are on the empeg sled it tells you in the user manual located Here

The best method for connecting the wires together is to solder them together and cover the joints using heat shrink tubing Those crimp on wire taps suck.