It will not work with just the LDR. You need to measure voltage at one of the ADC inputs. The voltage comes from a potential divider made from a fixed resistor and the LDR in series with the ADC connected to the center. If you omit the fixed resistor the LDR will pull the PIC input high, even under dark conditions and the ADC will always read maximum voltage.
Note that there are two ways you can connect this:
1. LDR goes to the supply, resistor goes to ground.
2. Resistor goes to supply, LDR goes to ground.
Option 1 will give an increasing voltage as it gets brighter but you have to carry the supply line wherever the LDR is mounted. If it shorts to anything you could damage the supply or the wiring.
Option 2 will give a decreasing voltage as it gets lighter but this is easy to compensate in software. It has the advantage that the LDR is grounded at one end and the resistor limits the current, giving some degree of protection.
The optimum resistor value will give best voltage swing between lightest and darkest conditions. Typically, choose a value equal to the mid way between LDR dark and LDR light resistances.
Brian.