I assume it comes with a disconnect, hence the solenoid. If not, you may want to add one. It's a safety thing that you do not have to wire. The solenoid is like a huge relay that cuts power to the plugs where you plug the winch in. I had that on the old Ranger.
If you have it, both hot leads for the front and rear plugs go to one terminal on the solenoid. The neg form both of those go to a good ground, preferably the batt itself.
Another big lug on the solenoid goes to the pos of the batt, use LARGE gauge!
Another lug goes to a switch in the cab, this activates the solenoid.
There may or may not be a ground lug also.
That's it. It's a good safety thing, otherwise people could walk up to the plugs and use them/short them out, or wires get frayed and you you a truck fire on your hands. Downside is if the solenoid takes a crap you gotta rewire it. Not a big deal, but one more thing to go wrong.
This is Warn's, but a smaller one. They used to make one for winches, but I can't find it right now.http://www.warn.com/truck/accessorie...nterrupt.shtml