You will have to get yourself a line cord for the primary. A good place to get one cheap is to find some piece of equipment that is being thrown away, and cut the line cord off. After you have connected the line cord to the two black wires (the secondary side has two yellow wires and one black wire; the primary side has only two black wires), you must insulate the connections with suitable electrical tape, or preferably heat shrink tubing.
Once you have done that, you will be safe from dangerous electrical shock. The 12 volt secondary won't harm you if you touch it, but good practice dictates that you don't touch (with your fingers; touching with voltmeter probes is ok, just be careful not short anything with the probes) parts of the circuit if it is energized. Unplug the line cord when you are making changes to the project.
The remaining danger is overheating, if you overload the secondary circuit. I checked my transformer and with a dead short across the 12 volt secondary, I measured a current of 3.3 amps, with a corresponding primary current of 4/10 amp (the transformer was dissipating 40 watts with the secondary shorted). This is much too small to trip the mains circuit breaker, but if such an overload is allowed to persist, the transformer will seriously overheat, and could even catch on fire. However, if you accidentally short or overload the transformer, no damage will be done to the transformer if you notice and remove the overload within, say, 10 seconds or so. However, other parts of your circuit may be damaged if the overload current passes through them. If an overload persists, the transformer will begin to smell before it catches on fire, and this will provide your final warning that something is wrong!
The first time you apply power and subsequently each time you test the circuit after making changes, monitor the secondary current when you power it up. Since you probably don't have two ammeters, put a 1 ohm, 2 watt resistor in series with each yellow wire (you can remove them when the project is complete). A sustained short could overheat the 1 ohm resistors, but you will have enough time to make a measurement and notice that you should shut it down. Use your voltmeter (on AC volts range) to measure the voltage across each resistor when you power up; the value of the voltage is the same as the current in amps when the resistor is 1 ohm. If either voltage is over .45 volts RMS (.45 amps is the rating of the transformer), the transformer is being overloaded, and this condition shouldn't be allowed to persist; troubleshooting is called for. Don't walk away while it's plugged in until you've completed it and are certain there's no overload under normal use.
There shouldn't be a problem doing this in your dorm room if you don't start a fire!
You really should have a voltmeter (DVM) while you're working on this. If you can't afford one, it might be better to work on the project in a lab at your school where a voltmeter would be available.