Prior to attaching anything, I needed to solder wires to crimp pins, attach these wires to a connector, and attach the connector to the sensor.
The picture above is of the crimp pins (top) and the wire with a crimp pin attached to the end of it. I'm not sure you actually have to solder anything, but it definitely makes the connection a lot stronger.
After soldering all the wires and crimp pins together, I put everything in the connector, and then attached the connector to the device, as shown in the picture above. The problem is that since everything is so tiny, it was really hard to measure the resistance to make sure that I really had the wires connected. The connector also seemed like it was a lot of trouble, as the slightest touch of a wire could sever the connection. I'm hoping we can order some pre-made connectors with wires soon, because the data taken currently might not be reliable.
The connection looks like this: (note that on the picture on the left, I removed the capacitor, which goes from the brown wire to ground, for easier viewing)
I got a lot of help with the connections from this site.
Initially, we did not have a load resistor (the resistor to the right in the picture). The values we read out from the sensor kept fluctuating wildly. After putting in a 10K load resistor, the values seemed to stabilize but were ridiculously high (933). We increased the resistance to 27K ohms and the values dropped to 0, which is reasonable as there shouldn't be very much dust in the air. (I'm assuming that the sensor isn't that sensitive).
Once again, we used our trusty sponge+soldering iron test to see if the smoke from the sponge would be detected by the sensor. Values seemed to spike to ~800 while the smoke was flowing through the aperture of the sensor, and quickly dropped back to 0 after we removed the source. Perfect. We just have to be careful to not bump this sensor as the connections are still very weak...
Current usage: The theoretical maximum is apparently 20 mA... I measured .93 mA... ?