I ran a single pair of 12ga wires from the battery to all three relays. The relay control plugs into the headlight connectors on the wiring harness, and the relay outputs plug into the headlights. I added a switch to the relays to turn them off, and another connection so the low beam is always on, regardless of whether the high beam is on.
The connectors on my bike were already toasted, so I had to do surgery to fix them. If I had found the matching connectors, I could have done it all without changing the factory wiring. Instead, I attached a different connectors to the headlight wires, and repaired the wiring harness to it's original state.