I think its a wiring harness but I dont know to do.
you have to go to any car audio installer in your are and give them the yr make and model of your car and they will set you up with the right plug in that fits your car.this comes with a wiring diagram follow it.this Adapter plug gets wired to your new stereos wiring harness and plugs into were you unplugged your factory stereo from.its called plug and play,all work done on bench then you plug the harness into your new head unit then into the places were you removed the stock stereo from.wall mart may have this part but you have an import so they may not.either way its a 12 dollar part.make sure you cap or tape up all exposed wiring.good luck with your system.
Go to walmart and buy a new harness. It will tell you what year the harness fits on the package. Its about 10 bucks and you will have to wire it in.
Find an auto stereo shop that also installs sound systems. They can find you the harness or just have them put it in. The right one will just plug in. Some shops custom make them too.