New Member - How to use Red Fuse

Hello There, can someone please advise me how to use the Red Fuse wire? do I need to need to cut into the red wire and then attach one end to the battery and the other to the pressure switch?

the red fuse is looped and there are no ends to connect into it. sorry for this question and appreciate your help.

244k Nightmare Conductors Kit.

the kit came with 2 purple 35 fuses, im going to assume 1 goes into the red fuse and the other is a spare.