22 gauge Mil Spec Teflon (PTFE) insulated Wire is provided for all the connections from the board to the tube sockets (and from the control pots to the board) and from the input jacks to the board. 

To determine which color to use where, the following arrangement is recommended:

Use the brightest "hot" color in your kit for all the anode (plate) connections. 

For the 12AX7 type preamp tubes, the plates are located at pin 1 and pin 6. Count the tube socket pins as they face you on the tube socket - with the male end up - in a clockwise direction beginning the count at the gap btw pin 1 and pin 9. 

For the 6V6 style tube, use the hot color for the high voltage screen grid of that tube at pin 4. 

Use a cooler color wire for the input grids. 

INput grids are located at pin 2 and 7 on the 12AX7 type tubes. 

And at pin 5 on the 6v6 type tubes. Notice on the 5E3 that there is a resistor across pin 5 and 6. IN this case, the wire connects to pin 6 and the signal is carried from the 220K resistors on the board across that 1.5K resistor on those pins.  

Use your remaining color wire for the cathodes (Kathode). These are located on pin 3 and 8 on the 12ax7 type tubes and at pin 8 on the 6v6 type tubes. 

By using three different colors on the three main functioning components of the vacuum tubes, you will have clarity if the need for troubleshooting your project should arise.   

Green is for the heaters - aka filaments.

Black is for grounds