Unless your truck came from the factory with the optional digitally tuned radio, it probably won't have the mating connector for that wire to plug into.
Here is a photo of the stock radio connectors that you should see in your truck:
The top 3 connectors were used with all radios (although the blue one might not be present if the truck didn't originally have rear speakers). They obviously all plug into the large black socket of your install kit.
The connector down at the bottom of my photo was used with the factory digitally tuned radios. It has a brown wire for a "lights on" display dimming signal and an orange wire that supplies constant battery power for the clock & station presets. The yellow wire in your install kit would plug into this orange wire (if present). Otherwise, you can simply run the yellow (constant power) wire from your new radio over to the fuse box and connect it to a source that is live all the time.