The IR sensor has just three pins, that will connect with three pins on the GPIO connector. To do the connecting, we can use female to female jumper leads. These make a good reliable connection as the IR sensor has unusually thick leads for an IC.
Make the connections as shown below. Note that you do not have to use the same colored jumper wires. But selecting adjacent wires that are still in a 'ribbon' will help keep things neat.
Note that the IR sensor chip needs to be operated at 3.3V not 5V when used with the Raspberry Pi.