There are usually loads of wires, some of which you won't need, like electric ariel control, remote control, etc.
Forget the colour codes off the top of me head but you should be able to google it ok.
You need to connect the permanent live, which retains the station and settings memory, and the ignition live so that it comes on and off with the ignition. If you lift up the plastic tray at the bottom of the dash, and have a poke in the wiring loom that runs across the back, you should see a couple of multi-connectors that you can use - I think the one with the white cable will give you the ignition live, brown cable will give you permanent live. There is also a black earth cable in there, again with a spare multi-connector.
If you haven't got one, get a £5 crimping set from maplin so you can put the bullet connectors on your wiring correctly - you may need to extend the wiring slightly depending on where the stereo is located (mines by my knee in front of the handbrake and I take the wiring in through the fuse panel and up into the dash)
Then you just need to add some speaker wiring and route it through the car as best you can.