Likely an adapter that goes inside the laptop and would be used if some internal component is changed.
If you do not have the Laptop's User Guide/Manual go to the manufacturer's website to download the applicable manual.
https://www.msi.com/Laptop/support/GF63-8RD#down-manual
Verify that I found the correct manual. Note :English version is a .zip file.
What you can also do is watch a few YoTube videos such as the following:
View: https://www.youtube.com/watch?v=dG_02Hd-zt0
Likely that you will find a link or two that involves the use of the bracket.
And, just for the record: do not take the laptop apart to find out where the bracket goes....