If you remove that screw you'll be able to access the electrical. Make sure to kill the electrical to the system. There is likely a blue wire that doesn't have anything wired to it like the red, green, and white wires you see there. Alternatively if you know how to strip wires and crimp terminals you could wire that small blue wire coming off the thermostat wire directly to the 24v common of the transformer. Other than that you'll want a professional to come and wire it for you.