How should I connect this switch to my Arduino?

Your sketch won't compile. At least solPin is not defined.

On your switch, you connect COM to ground on the Arduino and you connect NO (normally open) to the desired pin (ideally through a 1k resistor). The resistor is only a protection incase a sketch is loaded in the Arduino which would make the pin an output and cause a short circuit.

You should use pinMode(SWITCHpin, INPUT_PULLUP); to implement the internal pullup resistor.

You have a label "250V" on the switch. Don't be tempted to connect this to 250 Volts if you are using it with an Arduino.