I think what you have to do is go to a junkyard or auto parts store, and find something called a "1157 BAY15D" socket. You'll have to dremel out (or otherwise cut) the correct opening to fit that socket into, inside your turn signal housing, and then connect the correct wires to your harness.
Here's a photo that shows the shape of that socket. You'll have to cut the plastic in the signal housing to match it, so that a 1/4 turn of the socket locks it into the plastic. I'd attempt it on some cardboard from a cereal box to get the exact pattern right, and to create a template for your custom-cut socket.
This one has an extra wire for running light capability of the light. Some don't have that third wire.
There are a couple of tutorials out there, but it will take some searching to find them. As I said, I know of one guy on a Honda PCX forum who did it, but he took the whole thing apart to do it. I don't remember what forum that was, since I don't have a PCX anymore.