Without seeing, it is hard to tell how to connect with each other. Because if you do wiring in a wrong way then possible the device will stop to do the work. It is better to give it to experience person who can do these things quite easily without affecting things. An experienced person knows about the wires and cables, and they also know which would be the best wires of an individual thing.

In your wall box you should have two cables these wires are coming from. The cables are 3 wire w/ground so that you can use 2,3,and4 way switches in the house.

One cable is a line cable, the other is a load. In other words, there is one cable with incoming voltage, and the other cable is a follower, or a cable with wires to pass current along to the next wall switch.

The dimmers are very finicky. One good spark from touching the wrong wire will immediately short it out.

Without knowing whether you are in a 2 or 3 way switch situation it is impossible to accurately tell you which connect to what.

If I were you I would go to Lowes or Home Depot and buy a good wiring book (like Stanley) and go home and sit down and draw out your circuit.

Note that if these wires are for 2 or 3 way switches it changes things. But that book should help you identify it.

Sirwriter