Changing old bathroom receptacle to gfci
Most GFCI devices will take 2 wires underneath one screw.  You loosen the screw, then insert the 2 wires in 2 back-connect holes that are under /next to the screw.  Then, you tighten the screw firmly to clamp the wires. 

If I had one that didn't t have the feature, I would either take it back and exchange for one that did, or use a different technique called a pigtail.  However, a pigtail requires that you have spare wires and wirenuts and a stripper.  

You may note that there is a warning label on the GFCI that says, "Do not use. For wizards only." or words to that effect.  There are in fact screws under that sticker, but it's a big mistake to use them here.  So leave that sticker be.