For starters make sure to run the ground back to the battery, do not ground it to the frame. For the battery connections there are a few choices, one (existing battery) is to purchase the proper terminal adapters for the correct wire size or you can replace the battery with a dual terminal setup ( top and side connections) and use the side terminals for the winch. I use the dual terminals as it is definitely a cleaner install, just make sure the side terminals are rated for the full load amps (most can but a few do not). When running the cables to the winch be sure to protect the wires with plastic loom or rubber hose when passing thru potential rub areas. Also make sure the lug ends on the cables are properly applied as loose or improperly installed lugs can lead to problems.
I always give great respect when installing large diameter cables on my vehicles as the potential energy in 12 volt batteries is mind blowing.