In comes in two parts with the short end (3′) connecting into the awning in the groove (just slides right in). That 3′ section stays on and gets rolled up with the awning. The long 9′ section sippers on and we bungee it down using stakes.
Installing the shade is super simple, but your awning does have to be designed for it. Most awnings have a channel built into the rolling part and the shade just slides right into it from either end.
We leave that main awning our all the time unless the forecast is for winds over 14MPH, or if we're expecting thunderstorms. All of our other awnings, we manage while we're there (pulling them in if they start to get strong winds), and retract when we leave. The awning on our main slide does auto-retrace if it detects buffeting from the wind, but we still bring it in when we leave.