So Ive these LED strips for my 96 A4 B5 but I have no clue where to connect it in order for it to come on when I open any of the doors...any ideas how I can do this?

 

Probably your best bet is to tap into the footwell lights under the dash - power and ground are already there. You could use that existing wiring and remove the bulbs in there so that only your new lighting illuminates when the doors open.

 

I did exactly that with my M5 but my B5 didn't come with foot well lights just the roof mounted interior light

 

Gotcha. Two other possibilities. You have the red warning lights on the lower rear of the door panels (which warn traffic that a door is open). You could tap into those and snake the wires through the accordion boots in the door jambs. This will turn on the lights in a particular footwell when that door opens. Or you could tap into the dome light and run the wires down to the wells. This would illuminate all footwells any time any door is opened.