The clip you refer to belongs to the side burner. The clip forms the connection between the side burner and the gas tap.
The side burner has a small opening at the bottom, into which you can hook the clip. Pull the clip over the gas tap of the burner. The clip ensures that the gas tap remains positioned in the correct place in relation to the burner. In this way, the side burner can still suck in enough oxygen for a good combustion.