I have never rented but I would think most rentals would be wired so that you could just plug your A/V type cable right in. If not, all newer sleds have an accessory plug that can be used to wire in the female end of the A/V plug. Problem is, in most cases you need that manufacturers helmet and shield or else you need to tap into a hot wire, which I don't think the rental people would be too keen on. For example, I have a 2005 Polaris and a HJC heated shield. The plugs did not match so I cut the plug off the sled and spliced the wires. I'm not sure if the HJC plug would fit a Yammy, Ski-Doo or Cat.
Next time you call to reserve your rental just ask if their sleds have plugs for heated shields and when you get there have them show you where it is located.