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Do you already have the controller? What brand? If you already do have it, have you tried the manufacturer's web site? Or at least the "BIBLE" at the top of this thread?
Black - 12v (hot with ignition through an auto-reset circuit breaker)
Blue - output to trailer
Red - spliced into the low side of the brake pedal switch
White - Ground
If you are putting it onto that F350 in your signature, it should already have the connections made with a plug & play harness ready for you. You just need the other side of that harness, match the colors, and plug it in. You will still have to install the 20A auto-reset circuit breaker though.
if wiring doesn't already exist... you'll have to run wires to the connections yourself like I described in the previous post.
The blue wire will have to be run out of the firewall, along the frame, and to the trailer connection. Make sure there is an actual ground wire to the trailer connection, too.
I've had to do this a couple times over the years, the brake controller manufacturers always had great information on their websites. You should be able to get vehicle specific information without too much trouble.