The black and red wires are geared towards an LED power supply, one of the big brick things that have a bunch of screw terminals on one side. These are more or less irrelevant for the PSU that comes with the kit.
The kit comes with a 5.5mm plug, and might come with a little female plug that has a couple of screw terminals on it. That’s meant for quick disconnect. Most of us discard that whole “trouble waiting to happen” and just cut the 5.5mm barrel plug off of the power adapter side. Inside that there are 2 wires, either red/white or red/black. Either way, red is positive (+) and the other is negative (-)
I cut short chunks off of the ends of the red/black wires and used those to make a jumper set that goes from the “POWER” to “MOTOR POWER” screw terminals on the SKR Pro board. then I twisted the red/black wires from my power brick to the cut end of the red and black wires, and crimped on a spade lug.
Plug in the power adapter, and the board powers up.
I have another SKR Pro that is set up almost the same on my desktop right now, but without the spade lugs crimped on.