I remember seeing an article of some HAM guys doing just that. Try searching at the ARRL, or some Ham message boards. I think basically you have to find the output of the Klystron tube, which is a metal surface that probably looks like a window with a tiny slit in it, and somehow clamp the waveguide flange to the metal surface. You should be sure that their is a good metal to metal seal all the way around the window, or you will be leaking high power energy into the air (a bad thing).
Also, watch out for the HIGH VOLTAGE at the klystron. In today's world of transistors and IC's, most people no longer know how to work with high voltage. Find some safety tips somewhere. What I can remember: Don't wear any jewlery, especially rings. When testing, keep one hand in you pants pocket. If you want to work on the circuitry, take a long screwdriver with a plastic handle, ground the screwdriver to the chasis with an aligator clip/wire, and discharge the high voltage capacitor terminals! Do this even if the project has been sitting around for weeks unused (the blead off resistors sometimes fail and you have a lethal voltage on the capacitor).
Also, nobody has answered the fundamental question: how do you prevent damage to your eyes when experimenting? I would imagine there is a big chance for developing cataracts.