It just goes in the lame cardboard tiny building?
Yes, in answer to the question (it's inserted from below up through the top), & yes, in response to "lame." It was a huge pain in the wazoo for me to put together & really is flimsy. It would be great in plastic like Graham's Advent calendar.
I think you should do a mash-up of the 3 calendars when there are a few more parts to play with.
That will have to happen.

3 Advent calendars at once. Day 5: lighting for both Marty & the pirate, while the Raider is equipped with 2 spears.