The majority of faceplates just screw on like light switch and mains socket faceplates. There are two screws. If yours is different then you'll need to provide some details; other wise though it's all pretty straight forward.
Many face plates have de-coupling capacitors so during electrical storms you will not get a belt unplugging (Will not protect against direct hit) however where you need DC of mast head amplifiers these capacitors will stop them working.
Other than that easy to fit. You can get types to allow Sky, Terrestrial TV and Radio down same wire so likely the cheapest will work best as no filters in it.
I have the basic single socket but for some reason no instructions for fitting it. My problem is how to connect the cable leading from the rooftop aerial. I assume the copper wire goes into the brass thingy on the back of the faceplate and then is simply screwed in place. (Is that all there is to it?) But what is meant to happen with the fine steel wires that wrap around the clear plastic insulating the copper?
...in most cases the braid (what you called the 'steel wire') folds back over the outer sheath and is then clamped by whatever method the plate designer decided to use to hold the cable secure.
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