I am surprised that the manufacturer doesn't give a wiring diagram. A switch breaks the path of electricity on the way to a light bulb, so wire the black house wire to the black wire on the dimmer. The red wire should continue on to the light connected to a black wire. Ordinarily, a switch (this is what the dimmer replaces) doesn't connect to a white wire. But in this case, the solid state electronics in the dimmer has to have a white wire to complete its inner circuits to control the light intensity, so the white wire connects to a white wire from the house wiring.
It is good to have a wire tester that lights up when it is touching a live electric wire. Even though you close off the breaker to the room, wires in the box can be live on the way to elsewhere. Sometimes white wires are used as live electric wires, then they are supposed to be taped or painted black. But not everyone does the right thing. Be careful, if in doubt, get an electrician.