Plug the other end of the water line into the back of the ice maker’s inlet valve. It should click or snap into place. If it doesn’t, it’s probably upside down—check the arrows on the fitting.
Now, plug the ice maker into a power outlet. Yes, it needs both water and electricity. It’s like a needy houseplant that makes frozen cubes instead of leaves.
Slowly turn the water supply back on. Check every connection for leaks. A tiny puddle is fine; a river is not. Use a dry paper towel to blot the fittings—if it gets wet, tighten that connection a smidge more.