Cut lengths of 14-gauge, two-conductor in-wall electrical cable to the correct size to link one light to next. Your lights will be connected on a circuit, so a length of wire must run from one light to the next.
Secure the electrical cables to the joists of the ceiling with cable staples and a hammer. Be careful not to pierce the jacket of the cable with the sharp tips of the cable staples.
Remove 3 inches of the outer jacket of the electrical cable at each end of the cables you've installed. Remove 1/2 inch of insulation from the black and white leads in the cable, using wire strippers.
Place the bare ends of the black wire leading from the power source, the black wire leading to the light and the black wire leading to the next can light together. Slide a wire nut over the bare ends of the wires and twist it to the right until the wires are securely connected. Wrap a piece of electrical tape around the wire nut and wire to further secure it.
Repeat this process with the white wires around the first can light. Then move to the second light and repeat with the black and white wires until all the can lights are connected to each other.