The wires dont go anywere... Its purely plug and play, you just clip the two wire harnesses in place and clip in the speedo cable and your done. Here is a writeup for it.
http://www.fourthgenhatch.net/sigaugecluster.html
PS: i hope you havent cut up your harness already! Please do not try to modify the wires behind your guage cluster as there is no need to.