The clip does not lock into the rifle. To load the SKS, you would first lock the bolt to the rear (this requires the magazine to be inserted). You would then take the clip - which holds ten rounds of ammunition - and insert it into the slot at the front of the bolt carrier. You would then push down on the rounds to feed them from the clip into the magazine. After the magazine is loaded, you then pull upwards to remove the clip, at which point, you can chamber a round and begin firing. See related link "SKS carbine operations" for a visual demonstration of this process.
If you're looking for how to install the magazine into the SKS, check the related link "SKS Assembly and Disassembly". See also the related link "Clips vs. Mags"
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