Thermostat wires for a typical heating unit will be required to connect to the W and R spaces on your product. With the NEST product shown here, the straight copper wires are inserted into two plugs, rather than wrapping around screws.
Once again, follow directions provided with your product if your HVAC system is more complex.
The front of the new thermostat will simply plug into the base. If you’re using a smart home product, follow directions on the screen to set up the product, and then test it to be sure that it correctly activates your HVAC.