You have to make a good connection to the electrical parts, or you'll have loose connections. Loose electrical connections cause fires.
You either clamp/pinch on the connectors, or you can solder them to the electrical strips. However, don't try soldering if you have no idea about doing that.
By duct tape, do you mean to cover the clips after they're connected? If so, it would probably work...but electrical tape would be a little better.
If you want to use a Home depot dimmer, you need to wire it in. If you don't know how, you probably shouldn't attempt it.
I did the above, as I"m an electrician and HVAC service man. It was simple for me. But I wouldn't recommend anyone to do that unless they have experience with soldering wires and wiring switches...not that it's complicated... just that poor connections cause fires, and mis-wired flexwatt/dimmer switches, can cause problems (shocks, though it most likely wouldn't kill you...) Anyway...just get the flexwatt already assembled, or buy the complete kit to do so.