CD player - you need a dash kit to install it.
www.sounddomain.com www.crutchfield.com about $60 i think, includes the wiring harness you also need. it needs to be run to the back of your car and plugged into the harness at the rear.
amp - need to run a power wire to your trunk where the amp will sit. also ground, the bolts on the rear seats work fine. make sure it is fused properly.
by kicker box i assume you mean subwoofer. just need the sub and the box and hook it up to the amp.
better to take it one step at a time. first, do some research and find out exactly what you want to buy. choose wisely because car audio junk is expensive (i know lol) and you don't want to find yourself upgrading in 2 months or unhappy with what you bought. get quality stuff, not pyramid/legacy/pyle junk that is going to melt down on you. 1 good subwoofer is better than 2 crappy ones.
if you give me a budget i.e. how much money you want to spend, i can make some suggestions on what products to take a look at. how to install it kinda depends on what you get, i can provide more detailed directions when you got the stuff and are actually installing it in your car.
peace 2