I'm almost finished tiling my new shower, now its time to attach the faucet.

I have a new moen shower setup listed here:

According to the instructions I should be able to do a "slip fit" or IPS connnection for the spout. I would like to do slip fit, I currently have a brass pex drop ear in the wall waiting for me to attach pipe to it.

The very vague instructions show a set screw attachment which is all well and good, but there is no place to put a screw at all. Just a U shaped cut out on the bottom of the spout, with nothing behind it. There is of course a threaded portion at the opposite end of the spout for IPS. Do I need a different spout all together? There seems to be nothing on the package to indicate a seperate IPS or Slipfit version. I thought I could do either with this kit. Thanks in advance for setting a newbie like me straight.