I assume that gray thing is the sub? It doesnt look like an amp so I cant figure what the hell else it is.
For starters, do you have an aftermarket deck?
If yes, remove it an plug the RCAs in.
If no, you'll need an adapter that taps into the factory speaker wires and converts it to RCA signal. Average cost of device is $20. I have a few laying around, Ill ship one to you for 5 plus shipping if you need one. You can access the wires either by removing the HU and tapping them behind the dash, or ghetto rig it by tapping into the speaker wires on the rear deck.
Now that you have your RCAs installed, you'll need to plug them into that gray thing. Powering it is the next step. It looks as though its a self powered unit, so you need to make the appropriate power connections.
I cant tell you how to proceed any further than that wihtout more info. I need to know what those spade connectors are supposed to go to. And is this a home unit you want to rig up or was it originally designed for a car?
<span style='color:gray'><span style='font-family:Courier'>1995 e36 3 Series RIP
1999 e46 3 Series BURN IN HELL
2000 MR-S Roadster= Current</span></span>