How can i install cd player in a 91 caprice classic?

The orginal stereo plug doesnt fit in the cd player but it has a piece that connects to it (with wires hanging from it) that fits into the cd player but the wires arent connected to anything all of the wires on the mystery piece are labeled (ground, front speaker, etc.) But i never installed a cd player before how do i connect the wires can someone please HELP ME i hate driving my car and not having any music to listen to