The large battery cables, both (+) and (-) go directly to the starter. The (+) goes to the starter solenoid, and the (-) cable goes to the engine block at the bell housing. These carry the starter current, which is usually a few hundred amps. There should be no significant spark when you connect the cables to the battery.
A very important wire is the smaller, short black wire coming from the (-) battery clamp and going to a nearby chassis point. It is the only chassis ground for the electrical system. Make sure it's good with a clean connection. If it goes bad, current tries to get to back to the battery (-) through the clutch/throttle cables -- not a good thing.
You can check the fusible link by gently stretching the ends. If it's blown, it will give, 'cause the wire inside is melted open. Fusible link wire uses soft, fireproof insulation, so don't replace it with ordinary wire or you'll risk an electrical fire. Lowrangeoffroad.com has 'em for ~$7. I carry a spare, but it's very rare for one to blow on an unmodified rig. If you need to repair a link immediately, you may be able to buy 0.5mm(squared) fusible link repair wire at the auto parts store and solder in a temporary repair, although US link wire is a different color than the Samurai's green wire. There's a chart of Asian color codes in my gallery. (0.5mm^2) is about a US #20AWG. As best I can figure, the US Chrysler equivalent is ORANGE (20AWG). There's a good discussion of (Chrysler) fusible links at: MiniMopar Resources
and also at: MadElectrical
Edit: I bought my spare fusible link from Suzuki, around $8 IIRC. Should be easy enough to repair if you can solder and find replacement link wire locally. Alternatively, you could replace it with a 40A MAXI blade-type fuse. The blowing characteristics of the large MAXI fuse more closely match those of the fusible link. This element is intended to protect the wiring, and not anything else. So it's a very slow-blow design. I like to keep my rig original, whenever possible, so I just bought a spare.