Black to ground
Red to the power feed to your tail lights
Yellow i'm guessing it means to connect it to the wire going to the brake light bulbs, then the onboard chip will strobe it when your brake lights are on. I'm not 100% sure on that, but it's the only thing that makes any sense as to how it would work.
One word of caution though, is it road legal? If not then i can't imagine the police would take too kindly to it. Get an especially shitty one and the may try and say you're impersonating a police vehicle. Also if someone rear ends you and says they were distracted by it, every chance it could invalidate your insurance as an 'undeclared modification' etc