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The SMALL END of the metal part you are holding in your right hand ( the end furthest away from your fingers)...goes INTO the white plastic ( or possibly black plastic) portion of the turn signal switch that is on the OPPOSITE SIDE of the red portion of the switch you can see at the 3 o'clock position in your photo. It is going to be a small square section cast into the plastic.
The FLAT surface of the metal part you are holding and can see in your photo HAS TO BE installed so when you go and put the screw in for your hazard ****...the screws starts on the FLAT SIDE of the metal part.
This is tricky getting it to go into the column correctly....because the flat metal tab on the piece you are holding in your right hand has to fit into an area down into the column to hold is correctly....because that area down inside the column is where this metal part pivots on.
When it is installed correctly...the threaded hole in the metal part will be in the center of the hole in the column housing for the ****.