Plug your servo into D4, the 3-pin port on the left as you're looking at the back of the board. Plug the battery in to the 2-pin connector on the upper right.
Tie your conductive thread securely to the pin on the far right as you're looking at the back of the board - this is capacitive touch pad #1.
This uses a good sized battery, so your bat will run for a long while. However, you'll also need to keep a USB cable plugged into the HalloWing, or the trigger won't work. The other end of the cable doesn't need to be plugged in, since there is an onboard battery, but you can of course plug it in if you'd like, and your bat will run indefinitely! If you are planning to hang it while plugged in, you don't necessarily need to have the battery too - it will run fine from USB power alone.