I recently bought one from my local Fiat dealer. I have a 1998 1.4 Bravo.
For mine this is what you do:
Open the glovebox
At the top there is a panel that you need to remove
Remove that and you will see two yellow boxes
The one on the right is the central locking relay
Pull that out
Put your new relay in it's place
Replace panel
Close glovebox
Zap keyring - doors lock!
I tried to install one of these but my 2000 X reg bravo didnt have a relay behind the glovebox. I looked everywhere (including the back seat) - even fiat had a look and didnt seem too sure where it went on my car. In the end after speaking to quite a few fiat dealers (who nearly all insisted it was behind the glovebox) one told me the newer bravos dont use a relay so cant be upgraded in this way.
Am still looking at how to add remote locking - tricky when even fiat seem to have no idea. My only option looks like getting an alarm with a central locking option on it.
When you buy the remote unit from fiat, do you get a key with a built in remote, or is it a seperate fob. Just that I'm after another key cutting, and at £27, I might as well get the remote upgrade if the remote is supplied as a key.