You need to have L, N and switched Live at the switch.
The connections with the colours are the internal connections from the terminal block to the workings of the PIR sensor, so they are already there. The load, the circle with the cross in it, is the light you are switching. It's a circuit diagram, not an engineering drawing, so sizes don't scale. Your light will be larger than the terminal block.
The ones underneath are the connections that you have to make.
1) Neutral goes to the middle of the three terminals
2) Neutral also goes to one side of the light.
3) Live goes to the right hand terminal, the one with the brown wire connected to the other side.
4) Switched live connects the left hand terminal, the one with the red wire, to the other side of the light.
Earth is not needed for the PIR. If there is an earth terminal on the light, that should be connected to earth somehow. There may be intermediate connectors, or not, it doesn't matter.