1st -If you don't see how you can hook up 5 wires with 3 caps - you're forgetting the household cord wire.
How to wire it correctly:
This is how mine is wired (same brand perhaps a different mode)l:
1. Connect one side of the household current (big white wire) to the part going into the knob for the temperature control (the rheostat )
Put on one of the twisty plastic caps.
- Now variable current is going into the heating elements.
2. Find the two wires coming out of the heater part.
One carries the juice, the other goes back to complete the circuit.
(Red & black are always IN current - white & blue are always return wires to complete circuits coming OUT of a device)
3. Connect the black motor wire to the red (juice carrying) wire from the heater. (put on a twisty cap) Now you have variable current going INTO the fan.
4. Connect up the rest to the other part of the big white plug to complete all the circuits. (should all be white or blue) Put on a twisty!

You're done. When testing be sure to not let the elements touch the plastic they can melt and stick to it very quickly.
-----------------------------------------
How to bypass the switch if the motor isn't working:
I would NOT recommend doing this for the heater element. You might cause fire.
note: I had to bypass the rheostat for the fan because it was putting out enough current for the motor and the heater.
In that case I only need two twisty caps.

Just hook the motor up directly with the juice going before the rheostat and then the rest of the outgoing circuits to the other return wire of the household electric cord.
Now I vary the temperature but fan will run at a constant rate.