I’m trying to set up both horn and compressor but I’m completely lost! I need help with wiring and setting the damn thing up! Please help me! How do I connect my horn to compressor with the 2 red wires on the solenoid on the horn to the compressor! 
You don’t connect the solenoid to the compressor. What you want to do is use a relay and wire the relay so that the car’s ignition circuit powers the relay. Then you wire the actual compressor through the other 2 pins on the relay directly to the battery. This makes it so that your switch doesn’t have too many amps running through it and it makes it so your compressor won’t run unless the car’s running. It also prevents you from tripping a fuse on a circuit you already have in the car.
You can wire the solenoid directly to the battery through a button too because it’s a low-amperage device; no need for a relay. Make sure you run the positivie wire to the battery and through the relay, as the negative wire is ground - just attach those wires to any spot on the body of the car.
This video will help you wire your relay. Pretend the motor in the video is your compressor.