@Mentats, you can find the Luxos-U manual here.
According to that, the cable to connect the dynamo are included with the light, but are not connected (spare here if needed). The spades go on the light, the bare ends go in one of these that should have come with the SP dynamo.
All those parts should have been included so maybe hassle the shop if they haven't been.
The SP connector is a standard Shimano one with a different logo. I'd suggest checking ebay before you throw money at SJS - they're P&P is appreciable on small parts!
@Mentats, you can find the Luxos-U manual here.
According to that, the cable to connect the dynamo are included with the light, but are not connected (spare here if needed). The spades go on the light, the bare ends go in one of these that should have come with the SP dynamo.
All those parts should have been included so maybe hassle the shop if they haven't been.