We are carrying a Victron Autotransformer for fitting to help us take on board US shore power - we are a sailing yacht transiting from Europe to Canada and USA via Iceland and Greenland. Does anyone have experience of fitting this device and what ancillary cables and connections do we need? Can we use our existing shore power socket for example - it is a Marinco 32A 230V Easy Lock
Are you trying to connect 120 volt shore power to a 230 volt input on your boat?
The voltage difference is relatively easy to solve with a transformer, as you are asking. However, the frequency difference is a different story. Can your appliances and electronics in your boat handle 60Hz AC power? The shore power plugs and receptacles are going to be different as well. Typical shore power connections are 30A 120V and 50A 120V/240V split-phase.
I’m not a marine expert, but you might simply want to install a battery charger that will run off either 120V 60Hz or 240V 60Hz. Make sure it’s suitable size to provide enough DC power to run your inverter and charge batteries. For example, if you have a 230V 50Hz 5kVA inverter/charger in the boat, then make sure to get at least a 5kVA 60Hz charger (or inverter/charger) that can accept either 120V and 120V/240V inputs. Victron does not make such a device, because we can’t have nice things in the USA 
However, you can get two Victron 120V inverter/chargers, configure them in split-phase (aka dual-phase 180°), and run them in charger-only mode.
As for the voltage transformation, you might be better off with a multi-coil and multi-tap voltage transformer rather than an Autotransformer.
You might consider finding a Victron dealer or installer in the States that specializes in marine power and electronics to give you better advice than I can give.