There are several ways of connecting a lead wire to the rail. Perhaps the most positive is soldering it. The wire can also be connected mechanically. Screw-on connectors are not too reliable outdoors. However, a wire can be screwed to a clamp-on rail joiner. Split Jaw Rail Clamps offers a special screw-on connecter just for hooking up a wire.
Another method is to use a self-tapping, stainless-steel screw, screwed into a hole in the rail and trapping the wire under the head. A small screw, say 4-40 or 2-56, is all that’s necessary. Just drill the proper size hole in the foot of the rail and run in the screw.