How do you attach the alligator clips of the Kurth KE300 to your coaxial jack in your wall?

One clip will connect to the center conductor of the coax cable, and the other clip connects to the shield, or the ("F") screw connector of the cable.

With the probe, this will allow you to identify your cable at the main distribution point. If it is still connected to the cable system, you may have to disconnect the cables to correctly identify YOUR cable.