Judging by the size of your son (cutie, BTW
) I would say you are installing a forward-facing seat, right? Usually, you need to attach a tether lock to the rear sill of the car, near the 3rd brake light. The tether lock looks like a male seat belt connector. Under the sill, three pre-drilled holes should be available. Pick the passenger side one, it'* the safest (generally away from oncoming traffic, and safest when getting him out of the car)
The tether strap hooks to that, and is tightened.
The lap / shoulder belt goes thru the bottom of the fwd facing seat, and is attached. What holds your little fella in, is the bar that comes down, like a roller coaster. There will likely be shoulder belts in there too, that go over his shoulders and are clipped in the same spot as the roller coaster bar. When you put the shoulder / lap belt thru the bottom, put your knee on the seat so you can reef it over, nice and tight.
Remember: If the seat moves, it'* in wrong!
Hope I described the right style of seat (it'* hard to tell from the pic) If yours is different, let me know. I have a 4-1/2yr old, and a 4mo old. My local GM dealership helped me with my installs, and I learned a lot.
PM me if you wish.