Did you see this?
Starting from the top to bottom, The top is fastened to the rigid coupler, passes through the bearing in the Z Mount. Next you have the plastic adjustment wheel over two nuts tightened (locked) together. At the bottom you will have the coupler nut, spring, then regular nut.
The plastic adjustment knob is to make it easier to turn the Z Axis by hand for adjusting the height up or down. The coupler nut, spring and nut will all be under the Z Nut Lock.
Hope this helps.