The source hot is spliced to the red wire which is connected to the bottom terminals on the switch at the other end. The black wire is connected to the top terminal on the switch which runs power back to the fan where it is spliced to both the black and blue fan wires.
In these cases, it should be wrapped with electrical tape to mark it as hot. The ground wires will be green and/or bare copper. The ground should be spliced with a short piece of wire and connected to each device and outlet box that has a grounding terminal. In these drawing the brass colored terminal represent the hot side of the device and the silver colored terminal represent the neutral. Ground wires and terminals are in green.
Here a gfci receptacle is added at the end of a row of duplex receptacles for single-location protection. The first outlet is connected to the source and 2-wire cable runs from box to box. All wires are spliced with a pigtail at the devices to pass current from one to the next. The load terminals on the gfci are not used and it does not protect the other receptacles in the circuit.
The hot wire to the fan in a fan/light kit will usually be black and the light wire will be blue. The white wire is usually the neutral which is always connected directly to the source neutral, either at the source or through a splice in the switch box. The white wire may also be used to carry current when necessary.