To install it in the headlight, you'll have to part the glass from the reflector. Since it's glued, the only way is to warm it in a large oven and then to take the glass apart. A little tricky to do but not too difficult.
Then as mikracer says, all the kit goes into the original bulb hole of the reflector. There is a nut that comes behind it and hold it in place. When installed, put the new glue provided in the kit and put the glass and the reflector back together. You then just have to wire it (easy to do since all kit plugs are compatible with OEM wiring plugs) and you're all set. :-)
Here is what it looks like when installed: