Anet A8 Hot End Spares Quey
Is this what you are referring to?

If yes, the cold end of the extruder is nomally already tapped and you simply have to screw the new fitting in it.  The PTFE tube itself needs just to be fed through the hole in the fitting until it cannot go any further.

Failing to do so will most likely result in a clog and/or leaking.

It is a self-locking mechanism, in order to release the tube you have to press down the plastic flange on top of the fitting while pulling up the PTFE tube.