from memory, the sail panels go on after the headliner is installed, and before surrounding trim.
the lower edge lays into a track, and there is a single clip fastener at the center that pops into a hole of the underlying sheet metal and "tacks" the panel in place.
after this, the side and rear window trim go over the front and rear edges of the panel. I think the interior quarter panels go on after, as well, to cover the lower edge.
in the end, the front, bottom, and rear edges of the sail panel are held in place by other trim, with the top edge cleanly lays flat against the headliner.