When you upgrade to the DEPO headlights you need 4xH7 bulbs (one for the dipped & main beam in each unit), standard headlights have 2xH7 and 2xH1.
The block that your holding in the last picture is for your main beam bulb.
There should be a yellow(?) wire with a connector floating around somewhere in the unit, this is for the fog light wire to connect to. The black wire is already connected to the fog lighter holder.
Hope that makes sense.