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