Turn off the power supply to the heater at the main electrical box.
Test the supply wires using a voltage tester to ensure there isn't any power.
Strip 1/2 inch of insulation from the black, red and white thermostat and power supply wires using wire stripping pliers.
Connect the red wire from the thermostat to the black wire from the power supply with a wire nut. Tighten the wire nut clockwise by hand.
Connect the black wire from the thermostat to the black wire from the heater with a wire nut.
Connect the white wire from the heater to the white power supply wire using a wire nut.
Connect the bare copper ground wire from the power supply to the ground wire of the thermostat with a wire nut.
Wrap the wire nut connections with electrical tape, winding clockwise. Overlap the tape from the wire nuts onto the insulated wires to ensure no part of the connection is exposed.