The motherboard heatsink keeps falling off

My first PC build. I tried installing the heatsink, but for some reason, it keeps falling off when I stand the case up. I don’t think it uses any screws. I thought it just sticks to the SSD, but I’m not really sure. The motherboard I’m using is the MSI X870 Gaming Plus WiFi. Anyone knows what I’m doing wrong? Appreciate any help!

(Technically) First PC Build

Is there anything I should be worried about with this list of parts?

Questions

Found another offer in Facebook marketplace and managed to get him to sell it for 350 instead. I just wanted to know if it's worth it. I'm just going to play valorant and league of legends and might as well stream a little bit.