The screw holes in the plastic are sized to be tapped with a M3 tap. If you use a screw to do the tapping, do it carefully to avoid breaking the part.
The power inlets don't come with a fuse, you'll probably want a 250V 5mmx20mm fast blow fuse* if you're using it with a 3d printer. The current rating (in amps) will depend on the printer.
Check out this post if you need help with wiring or fuse selection.