Please watch the video below for a quick overview of the process. The key things to remember are to not cut the rubber loop, you just need to work it around until any slack is gone. Also remember to ensure it's pressed in well all the way around, to prevent it from coming loose, and check it again after a few days, since it will contract/expand.
Tip: If you find the kit is loose in one or more of the channels, this is because the alignment of the roof glass can vary quite a bit across the Model 3 & Y fleet. If this is the case, we recommend a small (1"/30mm) dab of silicone sealant in the middle of each edge, as that will hold the rubber in place, and, should you choose to remove it later, is completely reversible, as the sealant only makes a semi-permanent bond to the rubber seal on the car.
Tip: On Model Y (and occasionally Model 3) you might notice the rubber tube goes under the corner of the glass on the rear edge. This is nothing to worry about. The tube is made from EDPM, and the glass is sealed with a very strong butyl seal (it has to be strong, since the roof is part of the safety structure). The rubber tube cannot 'saw' away at the butyl seal, nor will it ever do it any harm.
Or watch another great video by Erik: