You need 25-pin D-Sub Solder Cup connectors, in order to connect bare wires to pins on the digital input port (well, there're other ways to do it, but this is the easiest, I think). You can find this type of connector at most electronics suplus stores. This year, as opposed to previous years, FIRST did not include these connectors in the kit, so you need to buy them yourself.
When you do get around to connecting switches to pins, make sure you follow the pinout on page 10 of the
Full Size Robot Controller Reference Guide.
I just searched around a little, and found prices at $0.40, each.
Good luck.