Follow this setup video for help with the 16" and 20" small training wheels:
For 14" bikes, watch this video for help:
IMPORTANT - When you install the training wheels, make sure to only loosen one of the rear "wheel axle nuts" at a time (see attached image). Do not loosen both sides at the same time. The goal is to make sure the wheel doesn't move when you install the training wheels. If you loosen both wheel nuts at the same time, the wheel can slide forward or backwards in the "dropouts" causing these two issues.
1. The amount of tension on the chain will change.
2. The wheel can move causing one of the brake pads to rub on the rim.