How do I wire replacement doors with power windows into the convenience box

Pull the gray one you have now and plug in the other one. It will have the same wires you have now, you just unhook the ones you have and plug in the ones from the "new harness"

The wires you are using at the moment are the 4wd indicator and the ground. The "new" harness would have those an the power feed for the locks in connector D3 and the power windows in D4. The biggest thing though is that you need the connectors and the cross over wiring to allow the controls in the drivers door to control the passengers door.
On the wiring diagrams you can see all the wires. It looks more complex than it actually is because they show all the wiring, even the stuff inside the doors. Then you have the ground in D6 which is shared between the locks, windows and 4wd light.

Personally I would get the connectors from a salvage truck along with as much of the wires I could, then wire it myself. I would also "repair" a couple of the issues GM didn't. For instance I would ground the wiring at both the pillar and the con. Center.

No, you don't need the box. The wiring all plugs into the front of the box. If you look at the wiring colors you could get just those from that connector to each end. GM likes to run wires all over the place.

The female versions of the ones you have on the doors. There will be one for the blue connector, one for the large black connector and another one for the small 2 wire one.

Just follow the wiring diagram. Connection to connection.

Those are D1-D6 on the pin diagram. 2 of those are already in your truck so make sure they get attached there as well as to the "new" wiring as needed.

That came out of a truck with power seats. That is what the second orange wire feeds.

Black with white stripe gets connected to the same wire in the plug you have, it is for the 4wd light.
The orange next to it doesn't get connected it feeds power seats.
The next orange is the power door lock feed.
Yellow is for the power windows
Empty spot is for rear door release on Blazers/Subs.
Last black is a ground for the doors, windows, 4WD indicator. It will connect to the grounds coming from the doors and the indicator ground in the original connector so make sure that wire gets connected as well.

BEFORE you plug it in test all the functions first. You can take a 12 volt battery, connect it to the black ground wire and the yellow to test the power windows, Then move the positive feed to the orange feed and check the power locks.
Much easier to correct problems now than to fry the electrics in the truck.

Why would you need a T? That one should plug in place of the one you have plugged in now.

Just test the wires first so you don't have a problem. You don't want to hit window down and have it lock the door.

Good, but check at the doors to make sure that the wires to them are OK. I'm assuming you ran new wires from the door connectors to the gray connector that plugs into the box, and that connects the driver and passenger doors (so you can control the passenger locks/windows from the drivers side)

The wires will T off to feed each side. If you look at the wiring diagrams it shows a T/splice just after the connector.

Your truck is old enough to have real switches in the doors, unlike the newer ones that use relays and more complex crap to do the same thing.

That is why I asked you to test them. Basically the orange wire feeds power to both doors to power the locks. It and the yellow wire should be the only ones with power in those doors. Sounds like a bad wire/connection.