*tips hat* This is an area where very few Zilvians help out a very large population. I'll take this one
Fuse block - I'm not sure what you're describing is a fuse block. As you'll learn here, pictures help
a lot, especially when asking for help. This is a fuse block:
In the automotive world, these are used to take one large fused connection (like a battery +12v wire) and split it into many smaller fused connections for individual loads - the ability to separate the electrical current into separate circuits keeps everything safer, because less current can pass through each part. There very well may be a fuse block in your car, but the radio would not connect more than one or two wires to this block.
It sounds to me like you're looking at a 'harness adapter' that connects the stock radio plug to the aftermarket head unit's plug:
These vary widely in looks, but you'll see them connected to the white OEM plugs on one side, then some wire, then the radio plug (which plugs into, or simply enters a hole in, the head unit).
Now, your 'light' wire - this would be wired into any wire that gets +12V when your lights are on. You didn't list which model car you have, so I can't tell you for sure, but all it does is dim the head unit's backlight when you turn the lights on. If you don't care about that, by all means, don't hook it up
The wires you would need to tap are moderately hard to access.