Looks pretty straight forward to me. Just follow the diagram. The red wire connects to pin30, the black wires are basically the + supply voltage for the fog lights, they connect to pin 87.
But looking closer at the diagram I see that the relay is hooked upto your highbeams. This means when you turn on your high beams the fog lights turn off. Skip that part IMO. :redneck:
The remaining wires are for the high beam hook up and to the switch. Basically you can pick what color goes where.