THE PART THAT I DON'T KNOW HOW TO PUT IN IS THE PIECE THAT FITS WITH THE PART OF THE BOBBIN CASE THAT MOVES WHEN YOU SEW. IT IS NOT THE BOBBIN HOLDER THAT YOU PUT THE BOBBIN IN BEFORE YOU START TO SEW.
Sounds like you are describing the hook. Perhaps the owner's manual would be assistance. We don't know the make/model of your machine so are really unable to help. There are some videos on YouTube that show how to install a shuttle and bobbin case, but machines differ.
Set up the shuttle race for RS2000 Series
Brother LS30 Inserting Bobbin Vertical Shuttle Hook
How to Clean and Maintain your Sewing Machine at Home Front Loading Bobbin
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