There are two screws to remove at this step; both of them are in the center of the filter, as shown in the photo. You can see the hole that has the second screw in it right above the red circle in the photo.

The kit that I got had a clear bottle with a black top - the cover just unscrews, and the tip underneath already has a hole in it.

I agree with you @gusto5 (Stephen Chan) - cutting out a small circle in the sticker with a craft knife is much easier. Just to be on the safe side, since it did expose a little of the aluminum of the case, after I’d stuck the replacement foot and held it in place for 30 seconds, I put a small piece of Scotch tape over the hole I’d cut in the sticker on the back.

The picture makes it look like you need to start this process with the phone turned on already, but I think you need to start with it powered off - that’s the only way that long-pressing the power button in Step 2 causes the Apple logo to appear.

Be sure to look through all the packaging if you bought the iFixit replacement battery - the Standoff Screwdriver bit was in the package with the battery and screen adhesive (the box labeled “Repair Part”) rather than in with the tools (the box labeled “Repair Tools”).