First: Be carefull with your microphones. They are fragile and cost a lot of money.
Second: Never remove the protection grid unless you are very sure what you are doing.
If the microphone and preamplifier not already is mounted on the sound analyser, you can easily do this. First, mount the microphone on the preamplifier. It is a standardized screw on connection. Then put the connector side of the preamaplifier gently into the 7 pin preamplifier input socket. It only fits one way. Twist the gnarled locking ring until the preamplifier is fixed properly. This ensures proper connection both electrically and mechanically.
Also remember to check the microphone system sensitivity before you start to use it.