There will be a +12V supply to the switch. Two wires will then go to the heater box resistor for speeds 1 or 2, and there will be an earth from the heater box, probably either brown or black. Watch the wire sizes for this - the heater motor will probably draw around 20 amps at its fastest speed. Similarly, if you're using an aftermarket switch, make sure the one you've got is suitably rated - 25A will be fine.