The great thing about these pixels is that they're digitally controlled…that is, even though there are only two control lines (data and clock inputs), you can put as many pixels as you'd like in a single long strand, yet each one remains independently controllable.
Though it looks like the 4-conductor ribbon cable is continuous, it isn't! The ground and 5V lines pass through from one pixel to the next, but the two data control lines are different on the input and output sides. The input side goes to the LED driver chip, which then drives its own output to the next pixel in the strand.
When connecting these pixels to a microcontroller, make sure you're connecting to the strand's input pins! Best way to distinguish the correct end is to examine the dots to find an arrow symbol. In the image above, the arrow is in the top right corner. The inputs are on the left and the signal passes to the right, following the direction of the arrow. If connecting multiple strands together, make sure the output of one strand goes to the input of the next.
Wiring is pretty easy since there are only 4 wires. The only important thing is that unless you are sure you will be using only a few of the LEDs at a time, you should not try to power the strip from the 5V on the Arduino. The Arduino is only meant to drive about 500mA of current, and as we saw earlier, a strand can take 1000mA or more if on! For that reason, we suggest powering with an external regulated 5V supply.