Wiring Marx accessories isn’t too hard, and Marx accessories are forgiving. You can just run two wires to them, somehow, and they’ll probably work. But that’s probably not what you’re after. You probably want efficiency in terms of how much wire you use, and you probably want to hide your wires. Marx’s design allows for some clever tricks hobbyists have devised over the years.
The main rule to remember is to use around 20 AWG wire and connect the non-insulated binding post on the accessory to the common post on your transformer, and the insulated binding post to the hot post, using the dedicated accessory terminals if your transformer has them. This allows you to do some tricks when it comes to saving wire.