Did it come with the lego brick style back case for the gameshell? The light key mounts onto that with two little clips. It should have been on one of the runners included in the box.
If it wasn’t, give customer support an email:
help@clockworkpi.com
Failing that, you can 3D print your own:
Possibly one of the most eloquent integrations of the lightkey is this one:
I personally just run my gameshell without the light key attachment.
Also. Wow. That PDF renderer. Beautiful.