This is mounted to the far left hand side. This is fitted using two M5 x 8mm bolts and two T-nuts. Unlike in the video, my filament holder just had a locking nut with lugs and not threads. My printer also came with some plastic caps to go on the ends of this extrusion. I fitted this using four M5 x 25mm bolts. I ran it from top to bottom before tightening the drive shaft bearing, to ensure it was smooth along the full length of travel. Using the drive shaft coupler, I then fitted the completed assemble onto the vertical rails. I made sure it could hit the X-axis stop switch.
I fitted the belt tensioner, using my thumb to put pressure on it, whilst I tightened the bolts. It's important that the belt sits centrally in the slots and hence runs smoothly down the centre of the channel in the extrusion. I put the first assembly on and then fed through the belt.
It is best to watch the video for this bit as it involves lots of steps.