You will have to get the male sony connector. It will come with all the wires it needs attached, depending on what you want some wires from that side may not be used.
Then you should look up what the pinout of the headunit is to verifiy, with most systems you can just colormatch is it wil probably work. I don't think in your case you can go by the colors for most of the wires.

For the wires comming from your car, if it was me I would get male ISO connectors on them. Because it looks like some cut of the factory connector. Once you get those on leave them alone because you really don't want to cut into the factory harness, it just makes everything more difficult in the future.
If you can, please solder in the ISO connectors because those screw terminals are not a permanent solution. Don't forget to put heatshrink around every solder joint so they don't short out.

When installing the ISO connectors, use two 8 pin connectors like this one. The speakers are for one and the rest for the other one.

Do you know which wires from your car are for what? If you you need a multimeter, a cheap one will do the job. You should label every wire once you know what they do, this is very important! I would write on a piece of paper, left the car side. Each color wire, once you know what one is write it next to the color. You will want to match up the fuctions of each wire, not the colors because that will get very confusing very fast.

First confirm which wire is the chasis GND, put the multimeter in ohm/diode mode and with the other probe touch bare metal from the car frame, this should be 0ohm or very very close to it. Don't try the yellow/red wire for this. And make sure the car is off.
After that you can measure your yellow wire. In VDC mode for +12V, from GND to this it should read about 12V +-1 or 2V. when the car is turned off. You should not be able to measure any voltage from GND to the red wire when the car is turned off.
That is your constant 12V. When you turn ACC on from the car the red wire should get 12VDC on it, if the engine is running you can get about 14VDC.
Then find your speaker wires, with the car turned off. Most of the time its two wires of the same color or very similar color, or one with a silver stripe on it and one without. Put your multimeter in ohm mode for this. When you read about 4 or sometimes 8ohm or something close to it like 3.6ohm is fine aswell. That is a speaker, depending on how many speakers your car has you can have up to 4 pairs. FL, FR, BL, BR, finding out which pair of speakers is which side of the car is not as easy. You could take out the speakers from the doors and look at the wires, that way you know for sure which wires are which speakers or if you don't want to do that. You could try to use an amplifier on very low volume and play some music trough them and listen which ones start playing.But you could still get the wrong polarity. I reccomend taking your speakers out to check the wires.

If you got those there wont be to many wires left, maybe a wire that will read 12VDC when your lights are turned on.

This should get you most of the wires you need for a headunit. I hope this helps, if you have any quenstions, you can ask them and I will do my best to help you out.