Here's how you connect the battery:
- Remove the Imp from the April board and unplug it from the USB before connecting external power.
- Make sure you move the Jumper to the Battery position.
- Connect the battery + to the P+ solder point and the battery - to the P- solder point on the April board. Don't use Vin and Ground to connect the battery power, they are not safe!
That's really all there is to it! If you are sure you did the above things correctly, put the Imp back in the April board and it should have power and connect to the WiFi as usual.
Keep in mind though, this solution will only provide power for a few days at a time! In my first test with the battery connected, the battery lasted for a little over 2 days.