Look on the alternator harness.
If you're lucky, they'll be a wire with a single round pin connector on it dangling around in the vicinity. It'll be way longer than any of the others in the vicinity.
I believe it's yellow. It is most definately not black and white!
Connect that to the pin on the pressure switch.
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The ecu uses this pressure switch, (activated when the pump pressure increases when you turn the steering wheel), to compensate for the additional load. It does this by opening the iac stepper motor.
Without that wire hooked up, nothing important will happen, the ecu just won't be able to pro-actively compensate for the idle sag when you load it with the load from the powersteering, and you might get some idle sag/mild surge when parking.