Use a minimum 12 gauge wire, 10 gauge is better and recommended.
The diagram is fairly self-explanatory. Connect to the thick wire feeding the OEM ingition module with a sleeve connector, and use a female flat tab connector to connect to the HEI end if it didn't come with a factory plug and pigtail. (Most don't) If you have an optional tachometer, use at least a 16 gauge wire for it, 14 gauge is better and recommended.
The wire colors are there for a visual reference and may or may not be the same on yours.
HTH