Looking at the pic of the frets, I can't see a hole on one side for the pivot NOT on the other? If there IS one, you take the frames off the fret, hold them together by PUSHING three of the bearings through BOTH frames at once, two from one side, one from the other, and use the existing hole to help you drill one in the other frame.
The links ARE on the fret, the larger ones,top left, bottom fret, just below the buffer beam and top right, middle fret, next to the buffer beam, unless I'm very much mistaken?
Personally, I WOULD go this appraoch with a short wheelbase loco, but the choice is yours.
Are you sure there are no bearings in with the wire or the castings? If not, e-mail Michael Edge about it, it may be an oversight.
Finally, look here: http://cgi.ebay.co.uk/ws/eBayISAPI.dll?ViewItem&item=230415145155&ssPageName=STRK:MEWAX:IT
I have no links with the seller, but it's a Metalsmiths item. If you are building in 00 you may need a new punch and anvil, see their site.