The black cable wire is connected to the top terminal on the switch and spliced to the black and blue wires at the fan at the other end. The neutral source and ground are spliced through to the white and ground connections at the fan.
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.
The black wire is splice to the output on the speed controller and to the black, fan wire at the other end. The red wire is spliced to the output on the dimmer and to the blue, light wire at the other end. The neutral from the source is spliced in the switch box with the white wire, and to the neutral wire on the ceiling fixture at the other end.
Run the cable through the clamp and tighten it down. Splice the cable wires to the fan wires using a pigtail splice and a wire nut. Connect the ground to the grounding terminal in the connection box and the ground wire from the fan, if there is one.