1) Take out the battery.
2) Take a 30 cm length of two core electric flex. Fix one bared end around the terminal, by twisting or soldering. (See diagram)
3) Bare the other core of the same end, and stick it with Sellotape on to the nose of the battery, making sure that the metal of the wire is touching the metal of the battery's nose.
4) Replace the battery, but push a piece of cardboard between the nose of the battery and the terminal. This breaks the circuit, but the current can get round if the two far ends of your pieces of wire are touched together.
5) You are going to fit these ends to [a 3.5mm mono] 'female jack plug', which you can buy, from shops such as [RS or Farnell], for a few pence each. Screw, solder or twist the ends of your wires to the connections of your jack plug.
6) You have finished. There is one last thing you must do - you must fix the toys own switch so that it is always 'on'. With a torch this is easy, but with some other toys you might have to find ways of holding the button down with Sellotape.
You should now find that, when you plug the 'male' lead of your commercial switch to the 'female' you have just fitted to the toy, the toy works when the big switch is pressed.
Try ATA's "Making a Switch Adapted Toy" for an alternative guide.