As has been posted, you have to step forward and down. The front bit of the cleat has to go in and under the front of the pedal, and then you just step down the back.

If you don't, it will be difficult and you can damage the cleat. I recently went to these from mtb pedals and I still don't get it right every time, but once you get onto it it's not a big deal. Give it some time.

I stand up and click in, 90% of the time it's effortless. If I miss, I sit down and cycle through another revolution and click in, looking down if I have to. This is much safer than continuing to stand like I used to with my mtb pedals.