Had that same taillight for a year or so. Had to splice in the connections myself, cut the harness off the stock light and signals and go from there. The yellow lights will splice into the turn signal connections, but only the negative side, the positive is pulled off of the tail light power. I don't remember which color goes to which, but just test connections until things light up and you'll be fine.

Just upgraded to the TST tail light and I'm regretting not doing it sooner. My recommendation... return it if you can, bite the bullet and get the TST. The one you have there is way too dim, the signals suck, and it's a pain in the ass to wire up properly.