You drill a pilot hole in the horn.....half the size of the screw. Take care not to go thru the horn cap.
Since all saddles are different you may need to cut down the screw to the proper length.....you can often cut the screw with a wire cutter and then it needs to
be filed or ground with a grinder to a point.
I add a small amount of saddle glue to the hole where the saddle horn cap goes in and then carefully screw it in.
I large number of the people who purchase these take them to their local saddle shop for professional installation but many folks do install them on their own.
So not to do any damage to your saddle I strongly suggest going slowly and making sure you understand the process.