I have a similar Volt/Amp meter.
Red and Black are for the voltage to be measured.
I would connect those in parallel with the Lee pot.
Caution here to make sure the meter's input is not exceeded.
It should handle the 120 vac (or 220 vac) going to the pot.
That round device is a current transformer.
Run one lead going to the pot through the center of that Current Transformer.
The other two wires (green) go to the current input on the Volt/Amp meter.
That's it.
Voltage measurements are wired in parallel and current measurements are wired in series with the load.
Also, that Current Transformer "steps down" the current value to a value that the meter can handle.
Hope this helps.