Two wires are used to control/power the vibe. Simply provide power from a battery or microcontroller pin (red is positive, blue is negative) and it will buzz away. Works from 2V up to 5V, higher voltages result in more current draw but also a stronger vibration.
If you want to reduce the current draw/strength (for example, to control it directly from an Arduino pin) try putting a resistor (100 to 1000 ohms) in series. For full power control, a small PN2222 transistor can control a motor easily, some experimentation may be required!