SMG,
To be on the safe side, you'd really need to go visit a professional upfitter if you're not certain how to wire up the siren. Many steps can be overlooked and can cause alot of problems, including burning your car down. If you had some mechanical aptitude, I could walk you through it but I'm sensing that you are starting from scratch. Additionally, you'd need proper tools and parts which a competent installer would have on hand. Using the services of a professional can save you much grief, time, and money if you get yourself in a real pickle than you expected if you tried to do it yourself.
Where are you located? We could try to help you locate someone who could do the job in less than half a day.