The barrel weights are intended only for the 7" (and, I think, the older 7-3/8") barrels only. The largest weight slides on from the muzzle end and is fixed in position using the set screws. The marks on the top of the topmost weight in your third picture can be used with a small witness mark on the barrel to fine-tune the position. The other two weights can be moved around and/or removed to change the total weight and balance. I have a set for my 41 but rarely use them as they make for a very heavy gun that I have trouble holding toward the end of a long match.
I see sets in nice condition with the box, as yours are, in the $500 neighborhood, possibly a bit more.