Shut off the main breaker at the main power panel and shut off the breaker for the circuit that will be added to the transfer switch.
Run the wires from the transfer switch up into the subpanel. Decide which circuit in the subpanel will be added to the transfer switch. Cut the black wire of that circuit about midway up the wire.
Strip a 1/2-inch piece of insulation off of the two ends of the black wire you just cut. Each transfer switch circuit is composed of two black wires. They are grouped together in the wires that you ran into the subpanel. Take one of the wires from the subpanel and connect it to one of the two wires of the existing circuit that you just cut.
Connect the second wire of the transfer switch to the second wire of the wire you cut. Place plastic twist caps on each splice. Close both panels. Turn the transfer switch off and turn the main breaker and the circuit breaker back on.