5.) Strip about a half an inch of the wire to expose enough material for wire nuts.
6.) Put the heater in place but do not secure it to the wall yet. Connect the wiring to the thermostat as instructed to do so in the manual (f.y.i. it is possible to place the thermostat on the wall as long as you can run the wires to it). Use wire nuts for connecting the wires.
7.) Test the heater to make sure it is working properly and then secure to the wall (i.e. make sure to flip the breaker back before testing). Try to drive the screws into the studs or use anchors for drywall.
The heater will smell funny the first couple of days. The heating fins are coated with a chemical to prevent corrosion. This coating will be burnt off within a day or two of operation.