Just found another little packet, it's a rectangle of perspex (?) a clamping plate and two screws. No mention in the manual but there are two holes in a bracket which would hold it in front of the working area, so I'm guessing safety device? Nothing in the pictures but it makes some sense. There is also a small plastic dust cover.
@Bodgeitandscarper pliers OK for the wing nut although I don't like the look of the metal, but the needle clamp has a screw (driver supplied)
Just fitted the plastic screen and the pre-drilled holes don't quite mate up with the bracket but got it to hold. (Their screwdriver doesn't fit the little screws, but I have one that size) It does, however lift up out of the way for needle threading.
Didn't mention the knee lifter, you can use both hands to position the work and then lock it in place with the knee lifter.