How to connected sensor?

You could connect it to the blue part, but then there will be no protection against reversed voltage input (when you use the wrong adapter, for example).
Take a look at these images: Va (in yellow) is the safest option, Vb (in red) has no protection against reversed voltage input. Connect Vin to either Va or Vb. Then connect ground to 'Gnd' (in blue/purple).


Wait! This is a 12V LED strip, right?

I think yes but I am not sure... Will see soon