Also remove the white button cover. The batteries have a tendency to all out during handling, so keep a keen hand ready or take them out and set them aside as well.
Take a look at the cut end of your excess ribbon. See how every inch or so, there's an exposed section of conductive thread? That's the part you want to insert into the battery box, so trim the ribbon to position an exposed section near the end.
LEDs are polarized, so the ribbon will only work when plugged in one way. If it doesn't light up at first, try flipping the ribbon over. Plugging it in backwards won't damage the LEDs.