The small clear plastic frame insert is for prescription functionality. If you do not need prescription/reader lenses, then you do not need the clear insert. You can take the insert to your local optometrist/eye doctor, and they can cut and fit custom lenses into it with your prescription or reader strength. You can slot the insert into the back of the Twilights after they've done this.
To slot it in the back, first unclip the foam liner from the frame. The clip is at the bridge of the nose (and just above it) on the frame. Just gently apply some pressure upwards and backwards at the clip above the bridge of the nose with your fingers or a small flat screwdriver. It should pop off without too much effort.
The foam liner is very flexible so you can just flex it back without detaching it from the sides, and slide the insert in between the Twilights frame and the liner. Line up the two pegs on the insert with the two holes on the back of the frame, push it in place, and re-clip the foam liner and you're all set!