I believe I found where it goes. Sitting on the bike it is on the left side, almost on the bottom of the fork where it threads in.
I set the slotted end, tightened it down and carefully installed the allen type end into the gauge. No go on the speedo. We heard a clicking sound at low speeds, disconnected it and got the click to go away, but still doesn't read on the gauge. Any chance we're just dumb and aren't connecting this right? If I connect the cable to the wheel and roll the bike, I clearly see it spin.