Good on you for giving the nipple shield a go. In difficult circumstances (such as the ones you have been through) they can allow a baby to breastfeed when it would not otherwise be possible.
Yes, you just attach as you would onto the breast - wait until the baby has a wide mouth and gently guide her onto the breast making sure she has a big mouthful of shield and breast. Like anything new, it can take a little while to get the hang of it, and you can feel all fingers and thumbs at first - it's worth persevering. Most babies feed very efficiently on the nipple shield. At 6 weeks it is still early days, though I do recognise that 6 weeks of expressing can seem like a long time. Many mums transition from bottle to breast with nipple shield to feeding without the shield and go on to have a long and rewarding breastfeeding experience - no reason why you couldn't have that too. Get in touch with the LC again if you felt you got on well with her, or seek another one, or a breastfeeding counsellor for help and support