Around '98 on H-D HDI models (basically European supplied models) were supplied with the lights hard wired, i.e. there is no light switch to turn the lights off.
So ignition on, lights on, now here's the anomaly, the pilot light on HDI models.
Ignition on, pilot light on, however it is not fed by the lighting circuit, it is on the accessory circuit along with the rear light, why?
Well it is really a parking light, so if you turn the ignition switch to ACC (Accessories) it will turn the ignition and the rest of the lights off but leave the 'Parking' lights on, so basically your Pilot light and rear light, you can then lock the ignition switch in this position and in the case with a key remove it so it can not be moved from the ACC position.
To fit the led head light, my dealings with a few of these Chinese supplied lights has shown that often the wiring is not connected up as the instructions say or correctly on the supplied 3 pin headlamp socket connector, so I recommend you test it all out on the bench first, to know which wire actually does what.
You generally have a 3 pin head lamp socket connector or adapter lead to connect your main head light wiring to the LED lamp.
The three pins give you, Main beam, Low beam & Earth.
You may well then have another two other spade connectors, (In your case it could be three as there appears to be a skull center light too)
The ones I have dealt with, had two, one for the Halo in white, the second for it in Amber, you did not needed another earth supply they were earthed internally from the head light wiring earth.
So you can use the wiring to the pilot light, the orange/white and connect this to the one you want, then everything should work as before!
Then if you do want to run just on the Halo in the day you would need to rig up an extra switch in the headlight wiring circuit, before the High/Low switch which will not be very easy to do!