You need to connect a common ground between the MP3 player and Arduino and connect the S1, S2 & S3 pads (the 3 pads closest to the resistors) to three digital ports on the Arduino. Check out the example sketch.
play()
pause()
volumeUp()
volumeDown()
next()
previous()
To include this library, copy all the files and the examples directory and place them in a directory called GPD2846 in the Arduino library directory.
.../Arduino/libraries/GPD2846/
.../Arduino/libraries/GPD2846/examples/