When setting up the holidays on your system, you will want to upload the prompt when creating the Holiday 
 

Once that is done, you will then use the routing options within your IVR/Ring Group/Queue to direct the holiday action and play the prompt. 

The prompt that is set here, is the prompt that will play.  

The flow is that it will play the prompt and then route to the destination set. If you are chaining destinations, you will not want to have this enabled at each just, but only the final step, more than likely.  

IE: Routing from inbound call > IVR 801 > Ring Group 802 > Voicemailbox 100, you should only enable the prompt within the Ring Group 802 settings.