How do I connect wires from dimmer to switch and what do I do with leftover wires.

SOURCE: Which terminal is the Power wire supposed to

IF YOU KNOW MAKE AND MODEL OF FAN,
LOOK IT UP ON INTERNET-THERE MAY BE A
WIRING DIAGRAM THERE ALSO.

SOURCE: The 3-way dimmer switch has 4 wires; 1-red,

Incoming white - outgoing white This is the neutral, which just passes through without connecting to the switch
incoming black - switch black the hot wire provides power to the switch
switch red - outgoing red a traveler, will have power when toggle is one position
switch yellow - outgoing black
the other traveler, will have power when toggle is in the other position
incoming bare - switch green - outgoing bare the switch is grounded and it passes through

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SOURCE: Replacing a pull chain 3-way ceiling fan light switch

OK .. the thick black and white are the power for the fan , are there also white wires on the lamp sockets ..??
The thick black wire should connect to the black wire on the switch.
The small black wires connect to the red and blue wire on the switch .. two small black wires each .. that should give you a position for 2 lights , and 4 lights, on the step switch .. but there should be white wires from the lamp sockets connected to the thick white from the fan .

please respond .

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SOURCE: i am replacing an 8

Blue to Blue, black to black, red to brass. Check that out...

SOURCE: i have a black red

You have new wiring device.
Device controls fan and light.

To control fan and light separately from wall box, requires a separate wire to each Load.
So box requires one wire going to fan, and a separate wire going to light.
If previous switch has just two wires that controlled both fan and light, and then fan is controlled with pull-chain, it sounds like new device requires another wire be added to circuit.
Add a comment and say how many cables enter wall box, and say color of each wire in each cable.

Without knowing exact wires in your box, or exact device ... I can suggest answer based on typical wiring.
Compare this answer with instructions that came with device.

How to wire fan-light device:
-Device-green wire always connects to bare copper wire
-Device-black always connects to black Hot wire from breaker
-Device-red usually connects to wire going to light
-Device-yellow usually connects to wire going to fan