I have this 8x8 LED RGB matrix. How do I get it connected to an Arduino Uno?
It came with no other wires/modules/connectors and has a veritable crap-ton of pins to connect.
Because you have, unfortunately, decided to buy a product without a datasheet (and the product description can't even decide if it's common anode or common cathode!), you'll have to find a product which is similar that has a datasheet, and determine by experimentation if the pinout matches.
For instance, this Sparkfun LED matrix looks similar. Take a look at the datasheet for an internal schematic and manually verify the pinout.
Once you know the pinout, you can begin to figure out how to drive it. There are many ways to drive large numbers of LEDs, one of the simplest of which is a bunch of shift registers.
Getting yourself a couple of 595 SRs and playing with the matrix (hint: try and get a single colour working first, then add the others) would be a good place to start.
Alternatively, the display description says that it is compatible with "Arduino RGB LED Matrix Driver Shield". That may or may not be true, but looking at a schematic of that board would give you insight into how to drive the matrix. I believe that board uses a DM163 8x3 CC LED driver chip, which seems to be perfectly suited to drive the matrix, but buying and wiring that chip up may be non-trivial.