once you decide where the wires will go, grab some insulated wire in different sizes. for the first couple of builds, you can get buy with old phone or electronics wire. if you're really into it, there's a few companies that have "scale" wire.
locate where one end of the wire is going. strip aboit 1/16" (will vary by wire size & part size) of the insulation away from one end of the wire. grab your pin vice (we used to heat a needle in a candleflame) and a drill bit the size of the wire in both pieces to be joined. drill a hole deep enough to hold the bare wire so the insulation will butt up to the part.
cut the wire long enough to be able to route it through the kit (chassis, engine bay - whatever)and drill & strip the other end. dip each bare end into a little (little!) thick super glue, and pop it into the holes.