Kanterj,
1) Install the windage screw at the forward end of the sight collar. It sort of snaps under the lip.
2) Hold the sight assembly crosswise to the barrel direction and push it down onto the post on the collar. A drop of oil will help it go on.
3) Now rotate the assembly on the post until the threads contact the windage screw and crank on the knurled knob until it is home.
Note that sometimes there is damage or burrs that you will need to clean up first.

Salt Flat