It should come with instructions but the quick run down is you need switched 12v power and a good ground for the wideband. Then run the 5v analog output wire into the primary O2 sensor on the Ecu (D14). Do not get power from the O2 heater circuit.
Im not sure if there is a calibration procedure with the innovative, but it should read full lean in free air. In Neptune go under Preferences/Logging/Wideband and set it up to use the wideband. The O2 gauge should be close to what the physical wideband gauge says. If it doesnt adjust the wideband offset value. Obviously if the two are way off then something is wrong. Should be +/- 0.5