Hide the wire in to brick slots:
For better experience of Lego building structure, you will need to hookup cables into bricks block space, details see the below images.
Connecting cable to LED light:
LED light has tiny component so,it needed extra care while connecting cable do not use high pressure port or light.
Connect cable to Expansion Board:
Take cable towards port and Connect to expansion board properly. Ensure board slots are okay to connect, IF not then correct it using instrument.
Install LED light under bricks:
When light need to under brick take care, lights yellow section is top side and it is good fit into bricks.