Lift the door, and keep an eye on the cables that connect to the NUC's motherboard. These cables are the power and data cables for the 2.5" hard drive bay.
Carefully unplug the cables from the motherboard, and set the bracket aside.
In the last photo, the slot for a blade SSD is marked with a red arrow. This is where you would install the blade SSD, and use a screw to hold it in place.