The yarn guide is locked in place with the narrow white plastic tabs along the edge. Slide the tabs in (toward each other) to unlock, and position the metal tabs over the edge of the carriage. Slide the plastic tabs out and the guide is locked onto the carriage.
Slide the metal tab over the edge of the carriage to position the guide in place.
Pushing the plastic tabs moves this tiny wire spring that holds the guide in place.
From what I can tell, the main yarn should be threaded before you do this.
Find more info here.
Katrin also brought a 3D printed timing belt, brushes for weaving and thick yarns, plus a double jacquard claw. Thanks, Katrin, I'm really looking forward to trying all these out!