Ah, you've got aftermarket lights. OEM ones come with connector attached. Easy enough to install anyway. Chop off old connector from old lights about 4-5 cm from end so you've got some wiring to work with. Then use butt-splicing (western union joint) to attach to new lights.
https://www.youtube.com/watch?v=Q9G9gaokqvM
Link to original page on YouTube.
Key ingredients are:
- mechanical strength (wrapping)
- solder
- heat-shrink wrap
It's done this way in pro motorsports, military and aerospace applications for performance and durability. There's NASA-spec guide somewhere I can pull up. Be sure to slide heat-shrink tubing on first! 