Go to a support web sight such as:
https://www.dometic.com/en-ca/outdoo...-white-_-20675
There are manuals (.pdf) you can download showing proper wiring. The Romex is the 120VAC to the control box in the AC. There is a plug that connects the AC to this control box. Interface to the thermostat is outlined in these manuals, but you can get a ceiling package that simply has a plug that connects to the control box. Remote thermostats are connected the same, but (obviously) by a longer wire. Some are multiwire direct control (see schematics in the downloaded manuals). Some are serial communication to an appropriate thermostat. Which kind of thermostat do you have?