The diagram below shows alligator clip wires being used to connect the servos, and this is fine for prototyping. But if you want things to be more robust some solder is probably going to be involved. You can cut male jumpers just long enough to reach the required pads on the Circuit Playground Express, coming together at the servo plug and solder them in place. For something even more permanent, you can trim the servo cables and solder them directly onto the Circuit Playground Express.
Wiring-wise the hardware for this guide is identical to the sound activated ears. The only difference is that you need to orient the Circuit Playground Express correctly. Make sure it's lined up with the battery connector facing directly backward. This will align the X axis of the accelerometer with side-to-side head tilting.
This might mean you have to adjust where the battery is attached to the headband, so that the cable reaches the battery connector with enough slack to connect and disconnect it as needed.