Simply hold the replaced pen tip,pull it out easily,insert the new tip into and use
The tip slid in easily and make your pen working fine!
They fit snug into the pen and you don’t have to worry about them falling out which is always a plus but be careful of the tip breaking.
You may find that you never need to replace the tip in your Microsoft Surface Pro 4 pen, but when you do, this is your best/only option, aside from buying a new $50 pen
If the tip of your tip breaks off inside the body of the pen, use a pin and carefully and slowly push it into the soft plastic of the broken pen nib. This will allow you to extract it for replacement.