Your first best shot is to go to murphskits.com and order his replacement kit. It inculdes the correct NGK SD05F spark plug caps and new 7mm copper core wires with silicone jackets. The silicone jackets make for much greater flexibility and long life.
As far as how the caps attach to the wires, it's the same for OE and NGK -- there is more-or-less a screw in the wire end of the cap, and you thread the cap onto the wire. If you pulled the OE off, and want to ride while you wait for the new caps, cut about 1/2 to 1 inch off the wire, and screw the cap on. The screw bites into the wire core and the cap grips the wire jacket.
At the coil end, you undo the knurled caps, and the wires pull off the spikes inside. There is a tapered washer on the jacket that seals against the coil and wire when the knurled cap is snugged. The washers can seriously deteriorate over time. I have had good luck using an appropriatly sized O-ring, but that may just be me.
Another alternative is the NGK racing wire with similar cap. Bikebandit has them for about $21 each (ouch!) but the wires are factory installed. You still have to atach them to the coils, same as with Gary's kit.