You use the pens in the same manor you use the bottle with the same syringes, you don't get the needles made for the pens. When you take the cap off of the pen, you will find a little rubber stopper where you insert the syringe in to draw out the insulin.
I am finding myself conflicted about the cost savings of the vial vs the pens. Costs around here are a little different because of state laws on ownership of pharmacies so there isn't big competition for the cheap chains, but I am finding that my pens are pooping out in less than the 28 days where my via lasted around 3 months. The pens cost about 150% of the vial cost and I am going to be getting about the same life out of them. I know my cost of the pens is higher than most people pay. I like the fact that you are only handling 1/5 of the insulin at anytime so if something should happen you still have insulin there you can use - like if you were to drop and break it or lose it when travelling, or like we did this weekend and packed it in an unaccessable cooler, then realized we were leaving late and would need it on the road so I was able to just grab another pen - but it is frustrating to see numbers drop every time we switch pens and wonder if bad insulin might be affecting our progress.