This sounds like the kit that you have. The leads at the top come bare as shown or you have the option to get a fuse holder. If you have a bare leads, the assumption is that you have a secondary fuse panel such as a PC-8. It is not designed to connect to the Rocket's main fuse panel. The option with the fuse holder is the one that connects directly to the battery. If you have the bare leads and no secondary fuse panel, then you should purchase a fuse holder at Autozone or Amazon so that you can connect to the battery.
The secondary fuse panel that I'm referring to looks like this:
You might need something like this to connect to the battery.