Use alligator clips to accept banana wire. The neon lamp in the base is connected in parallel with the capacitor.
Charge flows at a slow rate through the resistor to charge the capacitor.
The discharge ceases, potential again builds across the capacitor, and the cycle is repeated. The frequency can be adjusted over the range from one discharge in 30 seconds to about 70,000 discharges per second. Point out that this is essentially what is happening in the periodic sparks that occur as one cranks a static machine at a constant rate.