I haven't fitted the lumbar cushion at all - I don't need it
If you watch the installation video from Pduesp here on the product page, you will see at the end how the straps have to be attached

And @Anonymous - my chair is a good 1 1/2 years old and - with daily use - nothing frays or loosens at all

Not at all. You just put it down - excellent solution if you ask me xD. If you've just got the chair, you'd better send it back. Mine is now a little over two years old and the oh so super robust and high-tech artificial leather is fraying all over and coming apart in some places. Total rubbish, there's much better for the price.