Welcome to the forums!

It's very likely your Empeg does not have a radio tuner. If it does, it will be an external box that plugs into the sled harness.

Here is the button guide for the remote.

Most of your questions about installation will be answered in the FAQ (linked at the top of the page.) If you still have questions, you can post them in the installation forum for better response.

Short answer: yes, you will need an amp or a second head unit with aux. input.

EDIT: Where'd that pebble go?