Where do the wires go on the Headunit?

On the back of the Headunit you should have an ISO plug with a number of wires. One of these wires is a 12v Live out, depending on your make of HU it will be blue or orange (my current one is blue, my previous one was orange, may be a totally different colour!!) This is where the thin blue wire, the remote live, goes.

Also on your HU, there will be ports, they look like the audio from your RGB on your TV. Your thick blue leads, the signal wires, go here.
Note they are two colours, Red and White.

Also note the ports on your amp will be two colours, Red and White.

Ensure the corresponding colours are connected together.