Go to an auto parts store or electronics store, pickup some 12ga stranded wire, black and red, sometimes you can get it bonded into one insulator like lamp cord is, also get a fuse holder. While there get some electrical tape and some butt splices. You also need a vtvm [voltmeter], RS has cheapies for $15 or so.
You should also get a couple of spade connectors, big enough to fit over your attachment points where you want to grab the hot and ground.
12v+---------fuse----------radio red
12v-or ground--------------radio black
You want the fuse to be as close to the 12v souce as possible so that if the wire shorts out it does no damage.
Most of use here know what we want and where it goes, with your question you probably don't. Good way to learn though...
Best bet is to go to one of your local truck stops, most have a CB shop in them and the guy who runs it can put together a nice little package for you...