put the fuse anywhere under the bonnet. it's to kill the big power cable if you crash and the wire is pinched so it touches metal. the fuse blows instead of a fire starting. Closer the battery the better.
If you can afford to it's also good to put another fuse inside the car as there is still power that side in the event of a crash.
as for connecting to your battery try and attach it straight to the terminal.
by split box I think you mean distribution block. single 4 gauge in and 4x 8 gauges out is common.