You have a couple options for fuses, you can buy a fused distrobution block if you are running multiple power wires off of the battery wire, or you can pick up some in-line fuses/fuse holder. You'll have to figure out how many amps the fuse should be, it depends on wattage,length,gauge,... Also the fused distro block should tell you what kind of fuses it takes.
You need a fuse within 12 inches of the battery on the wire you are running, then I would put the fused distribution block in the cabin rather than the engine, makes it much easier to get to and work with.
The wires on your wiring harness should only be used for signal/turn on purposes. So if you are running a wire from, say the 12v ACC or similar, you can run a pretty small wire like 18-20 gauge or something and you'll be fine.
Also look
here. Most of your questions have already been answered there