You solder them. It's pretty easy to do with a basic harbor freight butane torch but if I remember right, I may have had to use a more legit propane torch because I believe my smaller hand held one may not have been powerful enough for that size connector.
If you've ever soldered an all metal connector with a torch, you'll notice that the connector will all the sudden change colors to a more matte like finish. When this happens, the connector is hot enough to solder.
I wound up buying their little solder pellets but you can also just cut some solder up and get the same effect.
First tin your wires.
Then place the connector in a vice and fill the cup up part way with solder. I can't remember if I had it filled up halfway or what. Either add some flux or use flux core solder. Their pellets are flux core. Heat up the connector until the solder melts in the cup and the connector starts to change to a matte finish. Then dip your wire in and hold it there until it cools enough for the solder to stick.
I had the main battery wire in there as well as the smaller starter relay wire. That site sells good quality heat shrink with the glue type sealant inside that I was more than happy with after shrinking it on. The quality of the heat shrink I used from that site vs the stuff I've gotten from Amazon was like the difference in banging a prime Cindy Crawford vs Rosie O'Donnell.