There are a couple of plastic pieces that go parallel to the ground, between
the fender liner and the bottom of the bumper. The duct fits into one of
those pieces. As a general rule of thumb, the plastic pieces cost $25 each.
As with all general rules, there is latitude for variance.

There are some screws and nutplates that you will be needing too. All of the
stuff is available at your local BMW parts department.