For HGR15: use M4x16mm screws and M4 t-nuts
For HGR20: use M5x16mm screws and M5 t-nuts
Fit the screw into the linear guide and already fit the t nut and give the the t-nut some turns (do not fasten it yet however):
And fit the linear guide onto the aluminium extrusion and fasten it. Do this for as many screws you want to use to fit the linear guide
Then, for mounting the linear bearings, you’ll need to mount two per linear rail, follow this instruction video starting at 2:00: