Locate the fuse panel in your vehicle, usually in the passenger compartment near your left knee. There, you will find a panel with a number of fuses plugged in. It would be good to locate the owner's manual to identify which fuse is for which device, to make sure essential devices continue to work should your CB radio fail short circuit.
Connect the ground (usually the black wire) of the CB radio to any sturdy metal grounding point of the car. A screw that goes into the frame would be perfect.
Next, locate the fuse of your choice (something less important than your headlights) and remove the fuse. With the CB Radio on, insert the bare ends of the wire into each of the two holes vacated by the missing fuse. One should work (the CB radio will come on), and one will not. YOU WANT THE ONE THAT WILL NOT COME ON.
You can then strip enough wire to make a "U" shape around the end of the fuse where power doesn't come on, and plug the fuse in (with the wire following with it). The pressure from the fuse post will hold the wire in-place.
Now, you will have power to your CB radio that is fuse protected.