Eventually I'll make a video, but for now: the red and black carrier things just sit in those holes and are held in by gravity. There's a compression fitting between the pen and carrier (black rubberbandy looking thing visible in the pics), so insert a pen into one of 'em to pull it out*, then drop both into the keyed hole atop the gray carriage (inside the clear cover), and you're ready to print.
* - I pulled them out with my fingers, which is kinda hard to do as there's not much sticking up to grab onto. Perhaps this was by design, getting you to push the pen in until it bottoms out in the hole, setting the pen at the proper distance from the paper so it won't drag like mine did.