Usually there are holes in the firewall where you can route wires.
On my Camry, there's a hole that goes out of the engine compartment into the driver side wheel well. In the driver side wheel well, there's a hole that goes through the firewall into the car behind the dash.
It required me to remove the driver side wheel and then remove the plastic liner to expose the hole. There was already a rubber thing there to prevent wires from being chaffed.
The below photo shows where the power wire for my system goes into the wheel well on my Camry. I think there are some other wires that go through that hole also.
This is a photo of my engine bay to give you a better sense of location. The area shown in the above photo is in the bottom right of this photo:
http://users.adelphia.net/~heckler10.../bar/bar1b.jpg