It's no problem bud, we've all had to learn this stuff from scratch at some point.
Okay so first off the OEM Esky 3rd brake lamp doesn't light up all the way across from factory, just a few leds in the center. That's why many folks buy this lamp and have it converted by an expert (bottom of first post in green letters):
http://www.tahoeyukonforum.com/forum/showthread.php?t=42357
Now as far as the Yukon/Tahoe/Suburban spoilers they are completely different from that of the Escalade. Presumably yours looks like this:
Whereas the Escalade one looks like this:
The lamps themselves are interchangeable as far as the harness, but as you can see both they and the spoiler are completely different.
So if you want that look, you need the lamp and the spoiler assembly (which also includes a rubber seal).
You can actually often find the whole assembly (lamp/spoiler/seal) for sale as a set on ebay, and sometimes even in the color of your truck so you don't have to get it repainted.
Hope that explains it a little.