I'm not familiar with the Pyramid PSU or the V-DAC II, but there is a general procedure for connecting to terminal posts.
You have to make sure that bare copper is showing on the wires to be connected, this means stripping PVC or other insulation back a half-inch or so, or if the wire is magnet wire with a thin varnish-style insulation, scrape this away with a scalpel blade or remove it with sand- or emery paper by grasping the wire tightly in a fold of abrasive paper and pulling it out. You need to do this several times until you can see the bright copper colour. If the insulation is PVC or similar, make sure you remove enough so that you don't trap it in the post when you screw up the cap, but don't remove so much that there is a lot of exposed copper when the cap is done up as this can lead to shorting if the wire is free to move much.
Some posts have a transverse hole in them which is exposed when you screw off the cap. You can just poke the wire through and screw up the cap.
If the posts don't have a hole, shape the wire into a tight semicircle to fit the post, hook it round and screw up the cap. Make sure that the wire semicircle winds clockwise from wire to open end when you hook it on, so that the motion of the screw cap tends to cause it to tighten up as you tighten the cap, otherwise it will tend to open up and pop out of the mating surfaces of cap and post.