The first step is to find the general area on the rail where you want to mount the device. There is a groove at the bottom where you will insert the cable as shown below.

Next, place the device at an angle, roughly 45 degrees where you want to install it. The square pegs on the bottom are meant to fit in between the rail.

Next, work the device down as shown below. If aligned correctly it will slide into place and then you can snap it down fully with only a little bit of pressure.