The transmitter would plug into your guitar, (possibly with a battery pack having to be tied to your belt on put in your back pocket). The receiver then sits on top of your amp, connected either by a cable, or connected directly with something already attached to the receiver.

Came across this site, http://www.zzounds.com/cat--Samson-Guitar-Wireless--3357 , have a browse around. Once you've an idea of what the sort of name's of the products, try searching the internet for more information about them.

Picking up on 3fingers' point: "You need to decide when performing if you are gonna sacrifice a little technique for the show, or a little show for the technique." I would recommend that you wait until you can play song's live perfect 99% of the time before trying to sacrifice technique for show; it really isn't good to be jumping around the stage if you're fluffing every other note. And when you do get to a point when you can do both, don't go over board with the tricks...they're much more impressive if saved for that vital moment when "the crowd goes wild", (in my opinion at least!)