Ok, did your kit come with spal switches? Because this thing is easier to understand with the switches. I have the same kit, but have not installed it. All of the diagrams in the book are for certain switches only.
If your switches are lighted, then you will need to run a wire from your headlights to your switches. So that the light comes on when the interrior lights come on.
The other part you circled is the relay box that comes with the switches. The relay box comes with the fuse and also needs to be connected to your battery, chassis ground, and to your ignition key.
If I were you, I would get these installed at a local stereo shop that does installations so you can get a warrenty or something. Good luck!