WARNING: This page is about a different car, the 2003 GMC Sonoma, 2003 GMC Jimmy, 2003 Chevrolet S10 Pickup, and 2003 Chevrolet Blazer. However, it is still accessible from the selected car via links, so may be relevant.
Remove the adhesive backing from the weatherstrip.
Apply the weatherstrip to the door opening frame.
Pressing into place until fully seated.
Fig 1: Applying Weatherstrip To Door Opening Frame