Your 2002 Sierra does not come with the trailer brake controller (control box). In adding a trailer brake controller to your truck it will be necessary to follow the wiring instructions that will come with the particular controller you purchase. IF you have the seven-way trailer connection on your truck, and IF I remember these correctly, you may have the wiring to connect the trailer brake controller up under the dash to the left of the brake pedal. IF SO, they will bundled up and taped up. On the 2002 you may have to run a new "HOT" wire from the fuse box under hood to the new controller. There should be an empty slot for a "brake controller" fuse (30amp) in this box and a stud to mount the the new "HOT" wire to.
Good Luck, David