Here's some great install photos from: Tailored
Before you alter a part in any way make sure to dry fit it to the car like so. This way you can make sure it's for the correct car. You don't want to paint a wing for the wrong car that won't fit. Obviously, most companies will not allow return on modified parts that are already painted.
As with anything fiberglass, you must prep the part and make all the surfaces smooth.
To do this you can use fiberglass and body filler.
Fitment looks good
Add body filler, sand, repeat
The roof spoiler is looking good
Paint in a booth
Install double sided 3M automotive trim tape, the more tape the better.
Use rubbing alcohol to clean all contact points of the surface of the window and wing and let dry.
Line up the wing and apply pressure, it helps to have a friend hold the other side and to have another one view the wing from the rear to let you know if it looks crooked before you affix it to the window.
Using a heatgun from the underside will help the 3M double sided tape stick.
The wing is made by 9K Racing