Based on the instructions and Single Pole installation (i.e., one switch rather than 2 switches), this should be quite simple:
Line - Hot
This is one of your black wires. Hard to tell from the old dimmer *and it may not have made any difference on the old dimmer which wire was hot and which wire was switched hot. It might not matter on the dimmer, but you would have to read the rest of the instructions to figure that out. If it does matter, you can tell by turning the old dimmer off and then checking with a non-contact tester. Whichever wire lights up is hot and the other is switched hot.
The installation instructions mention neutral but don't actually use it. So you can ignore that. As it turns out, you do appear to have neutral (the whites all together), which matches the diagram, but it actually doesn't matter in this particular case.
If you don't have any ground wires then you can, provided everything else was done right (ha ha ha!), ground to the metal box using a ground screw with a pigtail like. However, with switches (as I understand it, for some reason, not with receptacles), you can ground from the metal switch yoke to a metal box by simply screwing it in place, provided there is no paint on the box or paper spacer on the screws or anything else that would prevent a solid, electrically conductive, connection.
Load - Switched Hot
This is the "other" black wire.
As far as "all black": Hot, switched hot and traveler (for 3-way switches) can be any colors except: White (allowed in certain situations), Gray, Green or bare wire. Black + White is the most common type of cable, so "all black" is typical, albeit confusing. But even if the colors were Blue & Red, that wouldn't actually be any more informative.