The tiles print with built-in supports which need to be removed before you can push in the connecting clip.
It's pretty simple job to remove these, just needing a long-nose pliers and only takes a couple of seconds. You don't even need to remove all the supports, just on the ports you want to use. Just snip the two support posts on the edges of the tile (not the internal structual support piece) and the clip should slide in.
Check out the video below to see how it works