it depends if you need permanent or temporary connection. if you just need something to try thing out quickly, the simplest way that does not require crimp pins is to use stranded wire of larger diameter (AWG16 for example). just cut the wire to required length without stripping ends and without doing anything else just push the wire end onto a header pin. insulation will comply and stretch a bit and you will have a temporary connection. this hack job will not be suitable for long term use or reconnecting.