I think that the fairing plug is somewhat of a Vic universal set up and that's why both the male/female ends are on the plug. You're not the first person I've seen ask this exact question either, me being one of the others.
Now this is going strictly off of memory, but from what I remember there was a small, square black plug in the headlight the has a female spade connector inside of it. It's pretty easy to miss, but it's in there. That is what I plugged the male connector of mine into, and then I taped up the connection for good measure. See the attached picture, should help clear it up.
**2012 Victory Cross Roads** Black Betty - 118 HP/122 TQ - Tuned by Lloydz
-- Lloydz Performance/PCV/Atom Bombs/UDP/Victory Stuff/1" Drop/Corbin/Accel/Mastiff Stick/Kuyrakyn/Stebel/HMD/Barnett/Ness/21" 'Gunner'/Avons --
**2008 Victory Vegas Jackpot** Black Beast
-- Lloydz Performance/Vic Swepts/RPW/KMPS/Ness/Avons/MBW/Kuryakyn/Custom Machined Bits --
2006 Victory Vegas - Spongebob (TRADED)
1982 Honda Magna V45 (SOLD)