Next step is you're going to need power, so you will need some big gauge copper wire, depends on your amp, use the biggest you can fit in your amp, so if your amplifier will take 4 gauge put that in, if it takes 1/0 gauge, put that in, I can't tell you waht size to use unless I know what amplifier you have... it should say in the manual, or you can ask the guy you bought from.
The big gauge copper wire which I will call your power wire will go from the positive terminal of your battery to the input for power wire on your amp. You'll have to run it through your firewall (the sheet metal between your engine bay and the interior of your car) usually there are plenty of holes for other electrical equipment to pass through, and you can use those, some searching should help you find a suitable location to run it through. You will need to fuse this power wire pretty near to the battery.
The blue thing sitting on top of his battery next to his wire is the fuse, you just strip the jacket off of the end of the copper wire , insert it into one end of the fuse holder and there is usually a way to secure the wire in the ends of the fuse holder, it should be a little obvious from looking at, if not, take pictures and post them here and we'll help you out, the fuse goes in the middle and is held in by similar means, and then your wire comes out of the other side and makes it way to your amplifier.
Choosing a fase size depends on the size of the wire, because the fuse is there to protect the wire if it ever gets overloaded... 4 gauge is usually good for 100 amps, so a 100 amp fuse is good enough for 4 gauge, 1/0 gauge is usually good for 300 amps, so a 300 amp fuse is good enough for 1/0 gauge... once you figure out how big your power wire needs to be, post here and I'll tell you how big of a fuse and fuse holder to buy.
Another wire, which needs to be the same size as your power wire is going to be your ground wire, it will go into the input on your amplifier for ground, it either needs to have it's end directly bolted to the frame, or ran to the negative terminal of your car battery.
A good way to groudn to your frame is by running a stripepd end of the wire into a ring terminal
Then you can just run the bolt through the ring and secure it with a washer to the hole you drilled into the frame.