You sure the install kit didn't include a current sensing relay, or a
sail switch?

How a specific unit should be wired will vary. But in general, there
are several options:

1 - Wired direct to go on when the blower turns on

2 - Wired direct to go on when the burner is on

3 - Wired using a current sensing relay to go on either with the blower
or burner

4 - Wired with a sail switch to go on with the blower.

Whic option is best depends on the furnace, the humidifier, and how
easy/hard any of these options is for that particular install.