Hook up three alligator clips to your Circuit Playground Express as shown: one to VOUT, one to A1, and one to GND. I used a red wire for power and a black wire for ground for clarity, but it doesn't matter what color you use.
Hook up the other ends of your alligator clips to a single pixel. VOUT (red) connects to the + on the pixel, GND (black) to the -, and A1 (yellow) to the pad marked with an arrow pointing towards the LED on the tiny board (not away from it).
Wiring on a FLORA is very similar. Just wire to D6 instead of A1. VBATT and VOUT are more or less the same, for our purposes.
On GEMMA or Gemma M0, the wiring is very similar. Hook up VOUT (red in the picture above) to +, GND to - (black above), and D1 to the inward facing arrow (yellow above).