I don't understand this part

Yep. Those are my favorite silly thing that Apple has done (I’m lying, these are obnoxious, fragile and easily lost, and on a long list of things Apple has done that infuriate me).

You need a new one? Or you’re not sure where the one you have goes?

If the latter, reference this image from the display replacement guide. It clips onto the cowling for all the upper connectors on the board.

Yes, you will have to fight with it to get it to stay clipped on there. In case you were wondering. It’s extremely fiddly. I used to be as delicate with them as possible when I did XR screens regularly. They are easily damaged, and a pain to get back if it falls off when you remove that cowling.

If you need to purchase a replacement one, they can be hard to find alone. You may need to look for a kit like which contains this piece. You can often find screw kits, or bracket kits for any iphone on eBay or other vendor websites. Mobilesentrix carries this kit, but they only cater to business customers, so they’re not ideal as a vendor for most people. IFixit carries these for some devices, just not the iPhone XR.

UPDATE: I just looked at this picture again and this could also be part of the camera cowling. Or a couple other spots. I might have to actually look at my XR at home. I can’t be 100% sure from this picture (more angles or a closer pic would help).