Wiring the 12v for a radio

Well I am installing an aftermarket radio into a 01 Cavalier z24. I have all the parts i need. I know how to take off the dash and all that good stuff. I am wondering how do i connect the 12V wire? I bought a wiring kit (the metra one) and it has the harness and an extra red wire labeled "12v igition". It came with instructions saying use this wire and do something to the fuse box. It came with a fuse gap(i think it was called that... or something like that) on one end of the wire. I am kinda new installing a radio, but i am a very quick study. Just looking for some insights and instructions would be cool.

Thanks