JuanMoore
Getting the banned back together
The hot leg of the power supply goes to terminals 1&3, the neutral leg goes to terminal 4 and the neutral side of your outlet, then run a wire from terminal 2 to the hot side of your outlet. Terminals 5&6 are where the temp probe connects, which it looks like you've already figured out.
And you guessed it, this controller is single stage, and will control either heating or cooling, but not both at the same time.