If you want to, you can put the screen on your pinky finger, then put it into the sump, you’ll feel it bottom out in there. However, when installing it, I recommend putting it into the cap first before installing it so that you know it’s in the cap and not crushing an edge.
I would GENTLY squeeze the end of the screen that goes into the plug until there was some friction to keep the screen retained during assembly. Easier to make sure the other end goes into the sump properly.
My screen was apparently intentionally deformed slightly on one end (by the manufacturer or engine builder) to fit snugly into the plug. It isn't much, but one end of the screen has no friction in the plug, and the other does.