Without screws: Start by adjusting the length of your bar by turning the two bar ends.
Then, tighten the central part of the bar to make the final adjustments.
To ensure your bar doesn't come loose during use, slip the blue ring into one of the two notches.
You can do pull-ups on either side of the bar without worrying.
With screws: drill holes at the desired height, using a level to check that they're even, and insert the screws and tips.