The nozzle adapter and set of nozzles come packed together with nozzle holder parts. Open that package and find the bag with the yellow adapter and set of nozzles. The nozzles fit to the adapter can be overly tight at first, but will become much smoother after a couple of insertions. To avoid excessive stress to the motor and machine, do this:
Manually insert the nozzles to the adapter. As said, the first couple of insertions can be tight. Start with the biggest nozzle and press against your table, if necessary. The nozzle head might cut tiny slivers of rubber from the o-rings; this is ok, but do clean those away form the adapter. Do this a couple of times with each nozzle. You will find that the insertion force becomes much smaller once the o-rings and nozzles fit together. You also get a feel about the force needed; this is beneficial when adjusting the automatic nozzle change later.