When you press the wire into the coil, that recess in the coil has a very sharp and pointed needle looking thing that goes into the end of the wire. Once in place, the collar then screws down onto the coil thereby holding it in place similar to a copper tube compression fitting for plumbing. The collar is a two piece item, make sure both are there.
Thanks for explaining how that contact works John. Couldn't tell just by looking at the wire.