I went a little overboard in installing these horns, as I actually modified the under-hood fusebox to use an unused relay location inside it (normally used for the rear defroster on the Civic, I believe), then added a new 12-gauge wire from the fuse box to the horns inside the factory harness. It looks totally stock under the hood. Then, inside the car, I modified the wiring a little so that I could totally remove the horn relay (mounted on the under-dash fuse panel). I actually reused this relay to drive the horn in its new under-hood fusebox location. To do this, I located the wire going from the relay's original location to the wire harness that passes under the battery. Under the battery, I moved this wire to go to the fusebox and connect to the relay's new location. Under the dash, I spliced this wire to the wire which comes from the horn button on the steering wheel.
The end result of all this is that there's a 30A fuse in the under-hood fusebox connected to a relay in that same box. One wire goes from this box to the horn button on the steering wheel, which connects the wire to ground. Another wire goes from the fuse box to the horns (which are wired in parallel). When the horn button is pressed, it supplies ground to the relay, which activates it. This causes 12V to be connected to the horns, making them sound. The horns have two spade connectors on each horn; one is for 12V, and the other one I connected directly to the frame to ground them.
This may be a little more involved than you'd like, but I have a habit of overdoing things sometimes. It's actually possible to install these horns with very few modifications to the vehicle wiring, since these horns have two terminals instead of being self-grounding. All you have to do is cut off the original horn connector, then connect the two wires to the two terminals on the horns (in parallel of course). The hardest part is routing two new wires from one horn, up to the radiator support (you can see the black wiring loom I used in the photo), and down to the other horn. The big reason I didn't do this is because these horns draw more power than the wimpy stock horn, and the stock wiring is very small. It's probably not enough current to damage anything (though a larger fuse might need to be installed), but the small wiring might have enough effective resistance to reduce the horns' volume, and of course I wanted them as loud as possible :)
If you want to upgrade the wiring, but not do more work than you have to, you can probably add a new relay under the hood somewhere (Hella helpfully provides one with the horns); connect it using large-gauge wire to 12V power from the under-hood fusebox somehow (make sure you use a fuse--30A). To switch it, connect it to the regular horn wire that gets switched to ground (you'll be using two relays, but it doesn't really matter), and then use large-gauge wire to connect the relay to the horns.