It is very simple, there is no difference between the XL and XE kit except the socket connections.
If you look at the diagram:
http://www.mr-atari.com/downloads/rev31-myide.bmp
All of the connections on the left side are to the Atari. Insteafd of connecting the wires to the CPU socket or cartridge port, you connect them to the OS rom socket.
The three connections at the bottom do not have pins on the OS rom socket, so you have to run a wire to connect those to other points on the Atari. The o2 and R/W signal can be found on the CPU. The D1XX signal is found on the 74x138 chip on the XL or XE motherboard.
I can send you a schematic of the XL computer if you need it.
Or as Sijmen said, you can always purchase a pre-made kit.
Steve