Capacitive discharge ignition boxes are wired directly to the battery to get the most power. It is energized internally off of a relay energized by the ignition switch.
There is a separate ignition wire that can be made hot by wiring into the back of the ignition switch or any where there is a power tap in the fuse box (one side is hot with the ignition on in many of the circuits.
You can look at the MSD instruction pages for how to wire it up as most use the same wiring schematic to wire their boxes as well. (Accell does, as does the Crane-Malory digital box.