Paul,
The heat pump is all pre-wired so you only need to hook up the 2 hots and the ground to the correct blocks inside the unit. If you look at the diagram it shows 2 line connections, just run your hots to there and hook the ground up to the ground lug. You will also need to get a grounding rod and hook up an external ground from the location on the outside of the unit to the grounding rod.
You should also run the wiring inside of watertight conduit. I ran 8/2 w/ground interior wire to a junction box then #8 thhn from the junction box, thru the watertight conduit to the unit.
Here is a photo of mine after I hooked it up:
http://www.flickr.com.KILLED/photos/...in/photostream
https://lh6.googleusercontent.com/-V...on%2520box.jpg
- John