Position the skylight and line up the corners. Gently press down and it should pop into place. Some skylights are screwed from the inside to hold them, but many just snap in.
Double check all the shingles and flashing to make sure you're lapped right and there's silicon where it needs to be. Silicon or tar over any exposed nails or nail holes. The smaller the physical hole, the better chance it won't leak. Then remove any cleats you used and fill the holes with silicon.
We're gonna head inside to work on the light shaft. If you're tired, you can save it for next weekend, you don't have to worry about leaks.