Hello Szq50, and welcome to the community!
Congratulations on your purchase of the grill, soon you will be cooking up a feast! The Temp Gage should have also come with a nut for you to attach it. You place the Temp Gage on outside surface of the lid just above the DynaGlo badge and use a wrench to tighten the nut.
If you cannot find the nut, you can contact the manufacture at 1-877-447-4768 and tell them which model you have.
If you need any further assistance, please let me know.