They have metal leads that you solder wires to.
take heed of the information provided on that page, it tells you the solder temp and contact time to achieve solder.
They do also sell pre wired LEDs at that store, and if you dont buy the prewired LEDs they include the resistors needed to run the LEDs at 12V (i bought a bunch of LEDs from these guys recently)
The bulbs I believe are actually 3.6V, so if you dont use the resistors, and hook them up to 12V, you will burn them out.
Depending on what your doing too, you might want to look into there ultra bright 10mm, 60,000mcd bulbs.
If you want to build an array check out this site.
http://led.linear1.org/led.wiz
mgamer: he probably isnt building a 50 LED array... that place is just very cheap, its the place I made a post about in DIY.
I need 2 blue LEDs, so I bought a 50p of blue LEDs, as well as a 50 pack of UV LEDs lol.