I am attaching a Hunter fan with light and a remote. The instructions from the remote address all wiring, however it does not address a connection for a red wire coming from the ceiling. Where should the red ceiling wire be connected?

Most remotes work with a constant hot, If you are using a black that is constant hot, use it.
If there is a black as well, the black or red may be hot OR Switched. Verify with a test light or meter before installing fan.