Also make sure to *NOT* just use the terminal numbers in that diagram to wire your setup assuming they will work for you. *DO* use the actual diagram that should be on your PID and SSR. Not all the terminals on those have the same function and this varies even within the same brand and model sometimes (especially in the ones from China).
For example in that diagram the triggering signal from the PID to the SSR is at terminals 7 & 8 on the PID. I have seen PID's that have the temp probe inputs on terminals 7 & 8. Just double check the wiring diagram for the actual components you use and adjust the drawing as needed.
And as the final caveat.... AC power can be deadly. If you are not certain in what you are doing and certain about how to wire your components, seek local help from an electrician or at least a knowledgeable friend.