If I remember right it's just clipped in with on mine a bit of double sided tape as back up,
may be worth sticking a bit more tape behind it, it is only a cover to make thing look better
but you don't want to loose it.
I believe it's just cosmetic to cover the wires that are behind it tied to the frame. On the brake pedal side the O2 sensor connection is behind the cover (so if you need to take the 02 sensor off to replace exhaust unplug it from there so that you don't twist the wires when doing so)