When you get to the end of the insert, the "lock" portion of that groove will resist against the last bracket. Gently push against this until you feel it lock.

Examine the whole wiper blade. The insert should be locked into each of the brackets, without skipping any. The outer lip of the insert should be flush against the brackets, covering them from view.

At this point, the soft edge of the blade should "swallow up" the insert, or you can help it out with your spudger. You're wiper blade is ready to be installed; set it aside for now.

You're finished - with one blade. Now repeat with the other blade.