the wire sticking out of the fork is the plus wire, the fork itself is the negative. I assume you have the upright version, which has a negative wire. You need to short that to the fork somehow. The upside-down version has a place to bolt the ground wire to, and that needs to be shorted to the fork somehow.
Probably would help if you posted a couple of pictures of what you have.
Don't forget that the dyno isn't going to work if the wheel is mounted backwards. You can see a contact on one side of the hub axle.