Looking at the picture on tlc-direct web site you have three items wired in series. The element is the two posts sticking up and the neutral will connect to one of these. The other connects to the over temperature resettable thermostat which will normally have two spade terminals. The other terminal will connect to the main thermostat which normally has screw terminals. The line feed goes into the other terminal of this. There is also an earth terminal of course.
Normally these will come pre-wired with the two links already in place.
There were two types of thermostat one for where the immersion is only form of water heating and the header tank is made from soft plastic unable to stand boiling water. These have non-resettable thermal cut-outs. There other is designed for when solid fuel water heating is also used. Because the solid fuel heating can over heat the water and cause the cut-out to trip these have re-settable cut-outs. Also the header tank is able to stand boiling water.
One has to be careful to get the right type. Main thing is material used to make header tank.