If the switch came with a wiring diagram, look at which side is positive and which side is negative or the side the load is on. It may not matter, but if they've listed it, follow what they show.
When I wired up my WR for streed duty, I used a Tusk multi switch and added a relay which is triggered by the ignition button and a dedicated power line in larger gauge from the battery to the front of the bike for all my dual sport stuff. Note that my horn required 12+ volts to even activate. I pulled power to switch on the relay off of the "Extra" plug block that came off of the trip computer right below it, but this is less than 12 volts since it is in line with the computer and this will not run the horn. I put my horn above the head where the smog equipment was attached so that it would be out of the way. The horn has polarity so you need to attach the power to the correct side.
The simplest thing you could probably do is to run a wire of the appropriate gauge from the battery to the switch then back down to the horn and then back to the battery.
Any time you wire anything to the battery, use the correct fuse for the gauge of wire. If you get a short circuit, it will keep you from melting something important. If you blow the appropriate sized fuse, find the short, don't just put in a larger fuse. The fuse should be sized to protect the smallest wire in the circuit that it is protecting. The wire size should be the correct gauge to carry the operating amperage of all of the loads on that particular circuit.
For example, the Tusk horn I used was a 1.5 amp horn. You could use 18 gauge wire with a 3 amp fuse and be fine with that Tusk horn and have a fairly large safety margin considering the type of use it would receive. It is also a good idea to have solid connections which are sealed on the bike (i.e. Solder with shrink tubing and sealed blade connectors).