Jimbo,
Your capacitor would have originally had leads on each end that wires were soldered to. It looks like the wires on yours have pulled out. You will need to find the two wires on your horn that connect to the capacitor. They should be loose and have blobs of solder on the end where they pulled out of the capacitor. They should be laying right below where you took your capacitor out.
On the new capacitors you can cut the wire leads as short as you want but make sure you leave enough to easily solder to.
Below are a few pictures that a member of the forum (Denny Graham) took or his which are a great reference. I hope he does not mind me posting them.
http://www.pbase.com/dennygraham/image/155174088http://www.pbase.com/dennygraham/image/155174087
