Designs may vary with time, but my 1979 vintage radius-corner Hehr windows install with retaining rings like those already shown, and the screws through the ring go into a groove in the window frame.
The first image shows a window without the retaining ring. Four screw holes are visible along each edge. The second image shows a detail at one of the screw "holes", although it's really just a slightly widened part of the groove in the frame, where the screw has wedged its way in. Self-tapping screws are used.
The proper ring depends on the wall thickness. For the very thin shell of my fiberglass trailer, the ring is quite deep, reaching out to the wall. For a thick plywood wall, it would be less deep, but still reaching out. For a thick built-up wall (thicker than the window frame), the ring looks "reversed", reaching inward; however, the rings are not actually reversible... you need to get the right one for your wall thickness.