They get their power from the track, so no wiring to the transformer is needed. The controller should have quantity 2 of three conductor ribbon cables (one for each switch). The center wire goes to the center post of the switch, the outer wires to the outer posts (you can swap the outer wires to swap the throw of the switch).
Everything you'd ever need to know is here between these links and images:
http://www.olsenstoy.com/searchcd31.htm?itm=682