First, completely unscrew the adapter from the pump. It is not enough to loosen just the upper nut or cap. You need to remove the entire adapter.
Underneath, you will find an internal thread into which you can screw the extension hose.
Please note: When using Presta valves, the extension does not lock into place when pulled out. This is normal and not a defect. The extension remains movable and can be pushed back together. This does not affect its functionality.