The bottle and color cups can't be inserted straight in, or you WILL end up with a lapful of paint. They're designed to twist in and hold with friction. I have a Badger 150 that uses a color cup, though mine isn't bent like yours is. Try holding the airbrush on it's right side so the the connection is pointing left, then place the upright cup into it, then twist the airbrush up. It's kind of hard to explain, but once you've done it a couple of times without paint, you'll get the idea. It's sort of like using a clutch, it takes a while to get used to it!
I suggest buying some cheapo airbrushing paint and practicing on paper, befor commiting any model paints. This will get you used to how far away the tip needs to be (or how close), and what the air pressure should be. Once you switch to model paints, also switch your practice targets to plastic, like milk jugs or pop bottles. Paper and cardboard is fine for illustration, but models aren't flat or absorbant! The jugs have compound curves and will really help you practice without mucking up a kit.
I also suggest going to MusicCity's website and reading through his tips and tricks on airbrushes, paints, thinners and pressure. Admire his work, then scroll down for some pretty good articles:
http://www.craigcentral.com/models/Take it easy, take it slow and enjoy yourself!