If its like the laptops you press down with 2 fingers at once.

On the newer MBPs you can assign the bottom right corner to right clicks (or just use the two finger tap method mentioned by others, which feels quite natural). I assume that’s possible with this device, too.

On my MBP you can set it up to to right-click with a two fingered tap, I imagine this is the same. Otherwise I think you have to hold down command and click or something like that

Two-finger tap.

On the Macbooks and Macbook Pros you just click in the bottom right corner (the whole thing is a button).