Take the fan down from the ceiling if already installed. It's easier to attach lights when it's lying on a table rather than trying to hold things up in the air and install it while on the ceiling. Although it may seem like a good idea and save a step, in the end, your arms will thank you.
Remove the decorative plate designed to cover the spot where a light kit goes. Save the screws from the plate in a safe place or on a piece of tape to use later. Once you remove the plate make sure you see black and white wires available to which to attach the lights.
Run the black and white wires through the center plate on the light fixture, which will eventually attach to the fan in the same way the decorative cover did.
Screw the lights to the center plate and use the nuts included by the manufacturer to secure the wires to the ceiling fan, matching the white and black up with the corresponding colors.
Attach the center plate with the wired lights onto the ceiling fan and use the screws that you removed earlier from the decorative plate to reattach.
Install the ceiling fan with the light kit back on the ceiling and verify that you attached all of the wires correctly before turning the power to the ceiling fan back on.