Nearly all of the wires on the robot will need pins crimped onto their ends. The pins are then slid into crimp housings. Most housings on the robot are three-pin housings for power, ground, and signal. Here's a close-up of the most complicated crimp housing configuration on the robot (a 2x6 or 2x7 crimp housing).

To crimp, you'll need a crimp tool or a pair of needle-nose pliers. A crimp tool makes things much much easier, and you also can have decent success without soldering if you use it. Otherwise you'll need to experiment with pressing down the wings on the crimp pins with the pliers, and will definitely need to solder.

Besides the diagrams below, a good visual demonstration on crimping is provided at Acroname.

Crimping Solid-Core Wire

We don't use much solid-core wire on the robot, except for resistor packs like the one shown above. But it's the easiest to explain crimping for:

Crimping Stranded Core Wire

Stranded wire is best bent down underneath the insulation and then the whole wire is crimped into both the small and large pins, as shown below. Make certain that the strands are on the bottom of the insulation so as to make contact with the bottom of the crimp pin.