The orange arrow is the Load(AKA hot/power) wire. It connects to the Load input on the power supply and to the Load wire on the momentary power button

The green arrow is the Neutral wire. It connects to terminal 2 on the SSR along with the green wires of the momentary power button

The black wire is ground or earth. It connects to the Negative input on the power supply and the black wire of the momentary power button