The fastest way to connect an aftermarket pigtail to an OEM harness is with crimp connectors. You simply strip two wires, slide them into a connector and then crimp it. At this stage, it's vital to connect each wire properly. Some OEM head units have wiring diagrams printed on them, but you may need to look one up to be sure.
Every OEM has its own system for speaker wire colors. In some cases, each speaker will be represented by a single color, and one of the wires will have a black tracer. In other cases, each pair of wires will be different shades of the same color.
If you are unable to find a wiring diagram, a test light can be used to identify the ground and power wires. When you locate the power wires, make sure to note which one is always hot.
You can also determine the identity of each speaker wire with a 1.5v battery. You will need to touch the positive and negative battery terminals to different combinations of wires. When you hear a slight pop of static from one of the speakers, that means you have found both of the wires that connect to it.