We bought the same unit. Took me some time to get steering wheel working also. I'll try and explain so hopefully you can get it to work.
The box you bought should "listen" on the CAN bus for messages related to the steering wheel buttons. I thought you should redirect the CAN wires (one is CAN High and one is CAN low but the car doesn't like CAN wires to be interrupted. So usually you just splice into them. The harness should do that for you but for my car (Volvo) I have yet to find a harness that actually fits. On the box there should be an "output" to the Joying radio. This can be a small jack plug or just wires. The box translates steering wheel button presses to different resistance values. You have to connect those two wires to the brown and pink Joying wires labelled "key1 and Key2" The order doesn't matter, all these wires do is measure differences in resistance. The head unit then has to "learn" what resistance values correspond to what function. This is the "learning" interface that is by the way very different on this radio than the video above. If everything is hooked up properly you'll see numbers (0-255 I think) on the top and these will change when you press a button. Since CAN bus just sends packages these will fluctuate as the box sees and translates the messages to resistance values. I found that I needed to press a function in the menu (say forinstance volume up) then press the volume up for some time and the radio will assign a number (the resistance value) to that button. Then you save that value. I had to save after every button. Also, my box came with DIP switches for different radio makers (and CAN protocol). The "Pioneer" DIP switch settings worked for me. This has to do with standard sets of resistance values for radio's that don't have the learning function. Sometimes also the values are too close together to be properly read. I hope you can get it to work.
And another thing: I noticed that if I put my DIN FM antenna plug all the way in it has bad connection. If I pulled it out a bit it was way better. So I used some tape to make a "stop" so it can only go in 3/4 of the way and sticks. That worked for me.
The box you bought should "listen" on the CAN bus for messages related to the steering wheel buttons. I thought you should redirect the CAN wires (one is CAN High and one is CAN low but the car doesn't like CAN wires to be interrupted. So usually you just splice into them. The harness should do that for you but for my car (Volvo) I have yet to find a harness that actually fits. On the box there should be an "output" to the Joying radio. This can be a small jack plug or just wires. The box translates steering wheel button presses to different resistance values. You have to connect those two wires to the brown and pink Joying wires labelled "key1 and Key2" The order doesn't matter, all these wires do is measure differences in resistance. The head unit then has to "learn" what resistance values correspond to what function. This is the "learning" interface that is by the way very different on this radio than the video above. If everything is hooked up properly you'll see numbers (0-255 I think) on the top and these will change when you press a button. Since CAN bus just sends packages these will fluctuate as the box sees and translates the messages to resistance values. I found that I needed to press a function in the menu (say forinstance volume up) then press the volume up for some time and the radio will assign a number (the resistance value) to that button. Then you save that value. I had to save after every button. Also, my box came with DIP switches for different radio makers (and CAN protocol). The "Pioneer" DIP switch settings worked for me. This has to do with standard sets of resistance values for radio's that don't have the learning function. Sometimes also the values are too close together to be properly read. I hope you can get it to work.
And another thing: I noticed that if I put my DIN FM antenna plug all the way in it has bad connection. If I pulled it out a bit it was way better. So I used some tape to make a "stop" so it can only go in 3/4 of the way and sticks. That worked for me.