What model of breast pump do you have?
With my Pump In Style, I screw on the bottles to the part of the funnel with the yellow piece and rubber valve shield. Then I plug the tubes into the little hole in the other opening with screw threads. When I'm using the funnels to manually pump, I attach the manual pump to those second screw threads. The milk flows into the bottles through the yellow piece, which is pointed down when I pump.