You need to meter the switchpod connections to figure out what wire is controlled by the horn button. The original horn wiring has the horn powered all the time and the button connects ground... your new one may switch power to the horn and you might need to ground one horn terminal?
It seems like this is not an exact replacement. I think DSS sells exact ones... but probably make what you have work.
The O/W and B/W wires are for the turn signal function... the front marker lights power from these I think, the original switch cuts the signaling side's marker off.The grey harness wire is from the flasher, this should be switched to the respective side's signal wire (orange=left and blue=right).
I don't know what color code this pod uses... Honda black is always switched (key ON) power on SOHC4 bikes. But black is not present in the stock switchpod.
Basically... measure resistance from each wire to all the others, switch each switch while measuring and note the differences in a complicated chart. There aren't all that many functions - headlight hi/lo, signals, and horn. Even if the horn button does expect to switch power (presumably from the black wire?), if there aren't any other switch functions that use the black wire power you can just connect the pod's black to ground and the horn wire to the harness light green (horn switched ground) wire.
Download a Honda service manual wiring diagram for the 400F. Don't go by a Clymer, Haynes, or whatever wiring diagram.... they are all slightly wrong is oddball ways.