In order to connect an object requiring Power, you'll need to connect a copper wire from the generator to the object. How do you do this? Enter the Workshop mode and have the generator highlighted.

Learn how to craft wire in Fallout 4 since the game does not explicitly mention how to do so in the first place.

Fallout 4: How to Use Power Conduits to Power Your Settlement The days of wires are gone. Long live the Power Conduit.

Start by connecting a wire from the Generator to the Terminal. Run another wire from the Terminal to the Switch, then connect a wire from the Switch to the Armor Forge.