Most electric baseboard heat is 220 volts. They run with two hot wires. Many municipalities require that both hot wires be broken by the thermostat. Therefore many electric thermostats have four screws to fasten the wires. Usually, but not always, the two power wires are connected to the bottom two screws of the thermostat and the two wires of the electric heating element are connected to the other two screws.
A good way to find out the action of the two switches is to leave the thermostat unwired. Use an ohmmeter or continuity light on two of the screws at a time. Turn the thermostat setting to open and close the thermostat switches. If the needle, indicator, or light changes, then one of the power wires and one of the heater wires go on those two screws. the others go on the other two screws. The two switches in the thermostat should not connect to each other - in other words one switching side is isolated from the other switching side.
Be careful, if you worry about being shocked or dead, call an electrician.