How to connect lights?

Hello, I am planning to buy light to my computer case and I was wondering where do you connect them? Are they made already with special plug to plug it into power supply or they have their own battery? The light I am buying is:

[SIZE=6]LOGISYS Computer CLK12BL2 12" DUAL COLD CATHODE KIT - OEM[/SIZE]

http://www.newegg.com/Product/Product.aspx?Item=N82E16811994001

You’d connect them to the 4 pin plug on the PSU, looks like the lights come with all you need! look the third picture the newegg.com site.