How do I insert the collet into the lathe?
First, put the collet into the spindle and twist it so that the threads can catch. Twist the large metal cylinder on the opposite side of the spindle to tighten the jaws. Try popping out the handle to lock it in place–if there is no resistance, you should tighten the jaws more. If you are struggling to push it out, you may loosen it a bit.
If this procedure doesn’t work, seek help from shop staff. The process can differ from lathe to lathe.