The XMAS runs off a CR1220 battery. Just insert it into the battery slot on the back: The side marked + on the battery should go up.
It will run for aprox. 35 hours on a single battery.
Running off a battery pack
The XMAS uses a ATTiny13A microcontroller, that can run on anything from 2.7 to 5.5 V. If you need better battery life, try running it off a battery back with two or three 1.5V AA or AAA batteries. Do not use more than three 1.5V batteries in series as more than 5.5V can damage the microcontroller.
You may solder the wires of the battery pack directly to the backside of the board (it is a good idea to pull the wires through the hanging hole before soldering)
Here is an overview of where VCC (red wire) and GND (black wire) can be attached (back side view):