From reading the data sheet from adafruit this should do the job:
the white wire from the wall wart has +12V on the center pin and ground on the barrel, so the center pin goes to +12 with the red wire and ground goes to ground. The black wire is the same except the center pin there is -12V and thus goes to the -12V rail and the outer ring is ground and connects to the ground rail. In the drawing the red and blue wires connect to the center pin of their respective connector and the grounds are the outside of the barrel.
Peter
