Note the grooves under the bbl body where the body narrows. Note the vertical index mark above the groove on the left side of the bbl.
The three piece weight - top piece (short section up)- has a hole from front to back and rails (very narrow and V shaped) at the top on either side The weight slips over the bbl with the rails in the bbl slots (long section to rear of bbl). When positioned as desired (using index mark on bbl and index marks on weight), tighten two hex bolts (on left side).
The two smaller weights below can be positioned as desired or removed (one or both). Generally, the two bottom pieces are curved to match the trigger guard. The two bottom pieces are controlled thru the accesses in the bottom (either two or four hole accesses).
The weights are generally all steel with an aluminum upper alternative. The three piece all aluminum sets are very rare.