In the reprapworld.com link you provided, the description includes the following:
"For more information on installing and configuration, see the wiki [reprap.org]"
The information there is what you need. The connection they suggest is on AUX1 which is sourced from the underlying ArduinoMega, so whatever you have that lights up your Mega is going to do it for your thermocouple board as well. There are other places on the RAMPS to pick up the voltage if that particular connector is inconvenient (other AUXs, I2C, Servo), so check the
schematic for those.
Mike