Here's a link to something like what I posted above:
This is the connector that attaches to the MH. On this one, the blades are all exposed all around. On the one that plugs into it (that goes to whatever you're towing) the blades should be enclosed. So long as you have your MH and headlights turned off, you won't have any power to most of the blades. however, one of them is normally used to supply power to a trailer battery (or toad power). Sometimes this is switched with the ignition, but sometimes it's hot all the time, so you might want to disconnect the MH battery (as opposed to the "house" battery), i.e., the one that cranks the engine.
If you got the "generic" version, like the one in the URL above, you need to open it up and then each wire screws to the appropriate blade. Watch the video at the URL. You unscrew the two screws on each side of the cylindrical portion, and then the guts as in your pic come out. You then feed the wiring through the back of the cylindrical part, screw them to the blades, then pull them back, pulling the part with the blades back into the housing. Then you screw the two screws on the sides back in to hold it in place.
Note that Pollack makes a number of these. Some are custom so they'll "screw" into a Chevy's bumper, for example, and some take a Chevy wiring harness that plugs directly into the back of it. Some are custom for Ford, some for Dodge. So, if you got a different one, go to etrailer, put the Pollack part number into the search field and there may be a video for it there.