Connect ShiftBrite

A very simple question...
to what pins on arduino I connect a shiftbrite led shiftbrite [macetech documentation] ?

What about the power? How Do I supply the led 6-6.5 v?

The answer is in the documentation that you linked. Simply look at the code example, each output pin is defined corresponding to the ShiftBrite pins. If you have a ShiftBrite Shield, then you don't even need to worry about connecting anything correctly.