This is a large gray box that you will what to hang just above your lighting grid, either from its own bar or from the middle of the center bar. Inside there are very large copper bars, that are designed to take very large wires. You should also find a very bundle of thick wires with a plug at the end associated with this.
The bundles of wires are 3 black and 1 white. The white one is for neutral, and the three black ones are hot (3 phase power has 3 hot wires unlike normal house wiring). The big yellow plug is going to go into the power conduit box when you are done and the other end is going to go into the box you are holding now.
Put the three black wires into the three thick copper bars and the one white wire into the connector attached to the metal box. Do a good job of tightening in these wires in or you are likely to burn up the entire lighting system in a flash of sparks.