Compare the outside diameter of the wire against the inside diameter of a servo arm hole. You may find that the wire is thicker than allowed to fit in the hole. If so use a drill bit in a pin vise (hand held rather than powered) one step above the bit that fits the hole (the hole is usually a 1/16" hole and the next is 5/64"). You want the wire / hole fit to be snug - no looseness allowed!

With the arm off the servo feed the wire into the hole just re-sized.

But this is putting the cart in front of the horse.

Have you centered your servo arm? Huh? Connect your servo lead to the Rx. Apply battery power to the Rx. A switch is not needed. This can be done on the bench. Position your servo arm so that the arm is at (or as close as possible) to 90 degrees to the servo. If the servo arm has multiple tips keep rotating the arm until you get closest to 90 degrees.

Ok, the horse is in front of the cart. Back to connecting the control rod to the servo arm. If you move the arm (it's gonna happen) then re-center the servo before you connect the control rod to the horn on the control surface.

HTH,