The thing that holds your rear wheel on your bike is the cam skewer. It passes through the rear axle and holds the bike to the wheel at the "dropouts"...those hookey looking things that the rear wheel sets in. The ends of the skewer are rounded and fit into the top pockets of the trainer. That screw thing clamps the pockets to the cam skewer. The bottom screw thing tightens (or, of course, loosens) the roller that is attached to the thing with fins. The roller should fit tightly against your rear wheel when the bike is clamped to the trainer...tight enough that the roller will always turn when you pedal.

Set it up like that, put a phone book under the front wheel, and use your gears to vary resistance. Stare at the wall. Repeat for 90 minutes daily.

You'll be an animal by spring, and you'll be able to stay awake during presidential debates. Any kind of lousy weather will seem better than the trainer.