The caliper locking plate and retention spring (which is just the long thin piece of steel) goes on the bottom side of the caliper. If you take the locking plate, without the caliper hung over the rotor, and line up the round hole in it where the locking Allen screw goes, this is how it is supposed to go. The retention spring lies on top of the locking plate groove, with the bent tabs on the ends pointing downwards.
To install the locking plate and retention spring, hang the caliper over the rotor, and then with one hand push and hold the caliper upwards, and with the other hand slide the locking plate with the retention spring on top of it into the gap created by holding the caliper upwards. once you have gotten the locking plate and retention spring pushed in a little bit, then just take a hammer and tap it in all the way, until the locking plate hole lines up where the Allen head screw goes in.
Remember to wire brush clean the caliper slider grooves, that the caliper slides on, down to clean steel. Then put a small bit of grease (I prefer molly type of grease) on the slider grooves to increase the ability of the calipers to slide back and forth easily.
Also, there is a small steel piece of brake hardware, that acts as a spring, which is cliped onto the bottom of the inside brake shoe. This piece may seem small and insignificant, but this piece can mean the difference between a brake job that stops your truck smoothly, and a system that pulls, squeals, and irritates the hell out of you.