Spend your money and efforts on improving your antenna rather than an amplifier. A J-pole made from twin lead hanging from the wall or a quarter-wave mag-mount stuck to a steel filing cabinet will work much better than any rubber duck antenna. Of course, if you can get an antenna outside, that would be even better.
The Diamond SRH77CA is only rated for 10 watts. Putting 35 watts into it would risk damaging the antenna.
Most external amplifiers are single band.
As for hooking things up, you'll need a power supply to power the amp, a short cable to go between the radio and the amp, and a cable from the amp to the antenna. Of course, all of these cables will need to have the proper connectors.
Finally, and don't take this the wrong way, you sound like a lot of new hams who mistakenly believe that their handheld radio can be used in all situations. Please understand that your handheld only puts out 5 watts and running it at that power level for an extended period of time does stress the radio. You would be much better off with a 50 watt mobile radio loafing along at 5-10 watts output. Also, please understand that your handheld's antenna is a huge compromise that puts the emphasis on portability instead of performance. Handhelds are meant to be used when you can't operate from your mobile or base radio, not as full-time communications tools.