the pins are from a jewelry store called helzberg diamonds, or if you go to
www.iamloved.org, you can order them (in many different languages) for free, including free shipping. it is a mail-in order, but it's still pretty cool.
for attaching the wire, i actually didn't make a hole. it may be easier to just make a hole, but i just left the actual pin in the back of the pin and tied the wire through the clasp.

you just thread the wire through that little loop the arrow is pointing to. sorry if that isn't clear. hope this helps!