Remember to test your circuits often as you build, to minimize the cost of errors. The button-schemer comes pre-programmed with a "heartbeat" pattern that turns on all 5 lights in succession.
That said, sew down the + and - holes, leaving about 3 inches each to make into a "battery holder." Quickly use a bit of tape to connect the two strands of thread to the battery. You should see a flashing pattern. This must work before moving on.