Here is the pinout for the finished module. On the left we have the IC2 connections SDA and SCL that will go to pins A5 and A4 respectively on the Arduino Uno.
The right hand side has a connection ANT (antenna) left and right audio and ground.
Connect all the left hand connections to the Arduino as described above.
If you want to be able to control the tuning of your radio (you don't have to, you can just set the frequency in the sketch) then optionally use a solderless breadboard to hold a pot (I used 10K linear).
The pot should be connected with the center slider to Arduino pin A0 and one end to GND and the other to +5V. Turning this pot will change the frequency.