At least on my 05 there is a black quick connect were all those wires are. The hand & thumb wires went in to one connection that plugged right in to the one on the machine. They may have changed it on the 06's.
I looked at my 06 650v2 and it appears the 2 plugs are being used and so I may wire to the battery in some fashion unless someone has an idea what to do instead. I believe someone said on 06's the external 12v adapter port on the pod is using the connecter which you could plug in the handwarmers, but I haven't verified that , just looked at it very quickly.
I have a 2006 500, I took the radiator cover off. About 6 inches back from the cover toward the motor. There is a 2 prong connector for accessories to plug in. You can use the connectors in the kit to connect to the wires or I bought a plug from arctic cat that I hooked to the leads on the warmers and just plugged into that front accessory plug near the radiator. That plug is only " Hot " when your key is on!!!!!!!!