What is giving you issues?
It should just be a matter of sliding the drive into the connector of the caddy's houseing and then the screws for a 2.5" drive come up thru the bottom instead of the sides like on a 3.5"
Wait, I think I figured it out. You need the 2.5" adapters if you have the trays for 3.5" drives. otherwise you can buy trays that come with the adapter.
The ones I've seen... HDDS have 4 screws on the sides and 4 screws on the bottom, either of these attaches to the caddy via screws, then the caddy itself either slides in the cage with rails, or bared cages with no rails you simply again screw the 4 onto the sides.