Look closely at the filament. When you're looking at the front of the number, you'll see a small minus (-) on one of the legs, usually the one on the right. This is the anode, or negative/ground leg. The other is the positive cathode leg.

Test your setup using alligator clips. These are a quick, easy way to be sure you understand the wiring, so you can be sure it's going to work before you solder. 

Cut the JST connector off your battery pack and strip a little bit of wire from the ends. Connect the red wire to the cathode (+) pad on the first number. Connect the anode (-) pad to the cathode (+) of the second number. Then connect the anode (-) of that number to your black wire on the battery pack. See the wiring diagram page for a picture.

Flip the switch on the battery pack and, if you've got it right, your lights will come on. If not, check your wiring.

Disconnect your clips and get them out of the way. 

If you plan to glue your battery pack directly to the back of the number, you can solder its wires directly to the the pads. If you want to place the battery pack further away on your project, splice in a few inches of wire to be sure it'll reach.

Slip a piece of heat shrink over your wire. On the number 1, both legs are connected, so make sure your heat shrink will fit over both legs.

Turn your battery pack switch to "off". You never want to solder to a live circuit. Twist the bare wires from the red wire together until they're not all spidery, then slip them through the hole on the cathode leg from back-to-front. Add a blob of solder to stick the wire in place.  Be careful to keep the solder ONLY on the cathode leg -- if it bridges to the anode leg then your lights won't work.

Solder a small piece of wire from the anode (-) leg of the first number. Slip the loose end inside the piece of heat shrink you placed on the first wire (you didn't forget the heat shrink, did you?) so both wires are inside. Slide the heat shrink up to cover the legs but do NOT shrink it down with your heat gun yet -- we need to finish the circuit and test it first.

Slide a second piece of heat shrink onto this short wire. Solder the other end to the cathode (+) of your second number.

Finish by soldering the black wire from the battery pack to the remaining anode leg of the second number. Don't forget the heat shrink.

Now it's time for testing! Flip the switch on your battery pack and if you did it all right your lights will come on and glow! 

This didn't happen for me the fist time I tested. My "2" lit up but my "1" did not. Luckily I hadn't tightened the heat shrink yet so I slid it back off and looked very closely at my solder joints. Sure enough, there were a couple little strands of wire that were bridging the two pads and causing a short circuit.

I ran my hot soldering iron up and down along the divide between the two pads to clean it out and make sure nothing was bridging or touching. When I turned the lights back on, they both worked.

Once your connections are solid, it's time for the heat shrink. You can shrink it using your soldering iron, but it's easier with a heat gun. I keep a heat gun and a hot glue gun on my work table at all times, right next to my soldering iron, since I use both so often.

Assembling one single filament is almost the same, but simpler. The cathode (+) connects to the SW pad (controleld by the switch) and the anode (-) goes to the G pin.