Ahh right, didn't think you were that new.
Yeah just connect the positive (thick red) wire to the side of the tube with the smallest electrode (almost always the end opposite to the output) and the negative (usually either blue or black on those power supplies) to the other end. There should be 2 small sticking out pin/nail type bits of metal either end of the tube, this is what you connect the wires to. I think you can solder them, but i've heard reports of that cracking the tube from thermal stress.
Fiber cables? I assume you mean fiber-optic cables to direct the beam?
As far as I know they dont exist for the CO2 lasers due to the extremely long wavelength (10.6um, 10600nm). Pretty much all things that are transparent to visable light, such as glass and transparent plastics, will absorb the CO2 lasers output completely and just turn it into heat. Which usually results in its imediate destruction...
By the way, thats why polycarbonate saftey goggles work great for these lasers, they absorb all of the nasty invisable 10600nm light flying around your room.