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Assembly guide can be found here: https://www.youtube.com/watch?v=mL8di6wuPC8
The Key Carry comes with 2 sizes of washers. If using 5 keys then there's no need for the washers, for 4 keys use the thinner washers and for 3 keys use the thicker ones.
Important: don't over-tighten the screws or it will damage the key carry. The screws are designed to sit flush with the top. Gently tighten them until they are flush and you feel them not wanting to go any further without more force.
How tight your key carry holds your keys is up to you. I find having it so the keys can't flick out under their own weight works best for me.
If you find that you have fully tightened the key screw and the keys still feel loose, this means you need to add another washer.