Make sure you have all three parts of the TNA60R1CP kit: the machine itself, a mounting unit (with a small bag of screws) and a set of cables that plug into a wall outlet, into which the air conditioner then plugs. When the TNA60R1CP is tripped, it cuts the power coming out of the wall outlet. If your kit is incomplete, contact the manufacturer and the retailer who sold you the product.
Apply the bracket on the mounting unit to the wall and screw it in. If you aren't screwing the bracket into drywall, then you'll probably need to use a drill with a 1/8-inch bit, to place the screws in. Generally, it's best to hold the bracket up the wall, line it up correctly, and the have a friend place the drill bit between the holes on the back of the bracket and drill. Then, use a screwdriver to screw in the screws.
Place the TNA60R1CP in the mounting unit. Once the TNA60R1CP is in there, press it down until you hear a satisfying "click" sound. This will mean it is securely in place. Once it's in place, you can thread the cord down from the TNA60R1CP, through the mounting unit and down towards an outlet. Since the length of the cable is adjustable, you shouldn't have any slack afterwards.
Place the head of the cable into the wall outlet used by your air conditioner and then place the air conditioner's plug into the cable. So, after this is done, you should see the end of the cable connected into an outlet -- make sure it's three-pronged -- and then the air-conditioner cable connected into the plug on the back of the cable head.
Test it out. Using the control panel on the TNA60R1CP, try setting the machine for different times and temperatures.