The black foam weatherstrip that goes around the door is glued on, it is the same strip around the bottom of the door, but the metal strip is used for extra security I guess. This is talking about the weatherstrip ON the door.
The windlace slides into the channel, and as Tim said, be sure the channel is open. Cut off a short piece of windlace and use it as a test piece, you need to eliminate any tight spots. I did not use vaseline, I thought petroleum products might react with the rubber and degrade it eventually. I used an "armour-all" type product, it is a lot of silicone. Do not use a screwdriver; you will just tear up the rubber.