RCBO's are double pole, so your live (phase) and neutral circuit conductors are wired directly into it.
On a standard MCB you only wire the live into it but in the event of it tripping, the neutral is still connected. In the event of a RCBO tripping both live & neutral are disconnected. The earth (white) flylead is connected into the consumer units earth bar along with the (sleeved) earth from the circuit cables. The blue flylead from the RCBO is directly connected into the consumer units neutral bar.
On a basic circuit, for example lighting, you would have the Brown, Blue & Green wires of the circuit entering your consumer unit. The brown would be connected to the 'L' terminal of the RCBO, the blue to the 'N' terminal. The RCBO would get it's feed from the busbar the same as a standard MCB. Then the blue flylead of the RCBO wouold be in the CU's neutral bar on it's own to supply the 'N' terminal of the RCBO. The white flylead of the RCBO would be connected to the CU's earth terminal along with the Green wire from the circuit.
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Hope this helps