This step may or may not be required. If your EL wire came soldered, awesome. If it didn't, refer to this instructable: http://www.instructables.com/id/How-to-Solder-EL-Electroluminescent-Wire/
If you have several strands connect them in parallel. Before doing this, you should have two wires coming from each strand of EL wire. Let's call them "Wire 1" and "Wire 2." Every strand has a Wire 1 and a Wire 2. Solder all of the Wire 1s together and all of the Wire 2s together. Then, attach all of the Wire 1s to one output wire on your inverter and all of the Wire 2s to the output wire.
By the way: Cool Neon (where I ordered my wire) will often include copper tape and heat shrink tubing with your order.