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Make sure the power is turned off at the circuit breaker. Run electrical cable from a power source to a hole, leaving at least 16" of extra cable to make the wiring easier. Open the light's junction box. Usually there's a plate that pops off.
Run the cable into the box and clamp it. Strip the insulation and make matching wire connections -- black, white and ground. Fold the wires into the box and replace the cover. To set the light, pull in the clips, slip the can's box into the hole, and then push the can's body into the hole until it's snug.