Solder to the IN end of the pixels -- usually the one with the male connector attached. To be sure, check the back of the pixels with a magnifier -- you can see tiny writing or an arrow indicating the direction of data flow.

• NeoPixel Red Wire --> Gemma Vout
• NeoPixel Middle Wire --> Gemma D1
• NeoPixel Remaining Wire --> Gemma G

If you want to add an on/off switch, solder the middle pin and one of the side pins (doesn't matter which) in line with the red power wire on your battery.

This isn't necessary -- you can use the on/off switch on the face of the Gemma to control the lights. However, if you don't add a physical switch, take note that the Gemma will always be drawing the tiniest bit of power, and this will eventually drain your battery. So, don't leave your battery plugged in while your project is hanging in the closet or you'll get dressed and ready to play only to find a dead battery.