So, here is a video, followed by written instructions, on how to use that needle threader...
Part One: Side View
Part Two: Front View
Step One: Push the needle threader all the way down and hold it.
Step Two: Pull the thread straight down the back of the silver piece on the back left side of the needle threader.
Step Two: Pull the thread toward you, and into the slot on the white piece at the front right of the needle threader.
Step Four: Hold the thread into the white slot while you slowly let the needle threader raise back up to its normal position.
The thread should be pulled through your needle now. If it isn't threaded, then try again and hold the thread tighter/looser while you let the threader raise back up.