You would need to find a positive lead and tap into it for power as well as a ground wire or bolt for the ground side. Likely one of the wires leading to either the headlight switch or the handwarmers.
If you know what brand/model of sleds you're renting, someone here on the forum can probably tell you which wires are candidates.
Our HJC helmets always come with a harness with bare leads and something like that would work well to hook it up.
You would like have to use a crimp-on connector but make sure to remove it and tape the wires before you return the sled! I would not think the rental places would want you messing with wires.
Good luck!