There is a thread on this across the Focus board.
you could take a look at http://www.focusfanatics.com/forum/showthread.php?t=258795 also.
by the seems of things, you need a relay installing first and foremost, and it needs to be wired into the fuseboard (from my understanding).
best suggestion if you arent too confident, call a few auto electricians, they will be the best bet to get them installed. Otherwise you need a wiring diagram for the DRL module, but the fact it came with nothing doesnt really help.
Also http://www.focusfanatics.com/forum/showthread.php?p=3608484 may help.
Hopefully these will give you a good start. I dont recall going across the forums and finding anyone who has completed this, I think I may have seen something in the Fiesta side...?
Sorry its not much help in itself, but hopefully these alternate links may get you somewhere!
If you do go ahead and do this, please feel free to upload a step by step! someone somewhere will love you forever