Some Thunderbolt kits include a power supply with Molex power connector already installed. Others include the parts to make the connector yourself. Follow the photos below.
Molex connector and pins:
The brown wire (frame ground) isn't part of the connector.
Strip other four wires to about 2 or 3 mm. Arrange in red-white-green-black order.
Crimp the four pins using your favorite crimp tool:
Carefully insert in this exact order; red (pin 1), white, skip, green, skip, black (pin 6):
Finished power connector and optional frame ground wire: