There are four ways to program the SOIC microprocessor. First, you can have it programmed for you before you solder it on the board. Microchip and DigiKey both offer programming services, but the setup prices are high.
You can also use an SOIC socket. Here's one I've used in the past:
Even more convenient is an SOIC test clip. @LDX turned me on to these, and they're fantastic. Here's mine programming one of the flashlight boards:
Finally, you can temporarily solder wires onto the programming pads on the board. I've done this, too.
You may need to iterate a little on the programming. Due to the wide (30%) tolerance on the inductor, you might have to tune the PIC's internal oscillator frequency using the OSCTUNE register to obtain the proper current drain. Ideally, the current should be around 40 uA - this will 10 years of continuous service from the lithium AA batteries.
The final electrical connections are to solder the battery holder leads to the PCB. Leaving a little more wire than I did in this photo will make your life easier; there's room in the case for some extra wire, but leaving too little makes closing the case difficult.
To keep the batteries from rattling around in the case, I padded them with strips of electrical tape - but the tape is only applied to the batteries. Avoid wrapping the batteries and the holder together with tape: as the case ages, the batteries may need to shift slightly to maintain contact on the positive terminal. If they're fastened with tape, the springs may not be able to move the batteries.
A small piece of double-sided foam tape holds the printed battery compartment cap to the battery case. Once this is in place, you can assemble the rest of the case.
Here's what it should look like when you're done:
The light is surprisingly bright when your eyes are fully dark adapted. It's perfect for a bedside or nighttime task light; Unless you look at it directly, it doesn't seem to degrade your darkness adaptation very much.