In my experience, they come preassembled.
I assume you have the newer style with the H clip. Assuming the blades are equidistant from one another, you may have to remove the sweeper arm and rotate the blades either 90 or 180 degrees until it is aligned. I usually place them so they completely cover the vents, then look underneath as to the alignment of the holes where the sweeper arm connects and rotate until correct. If all else fails, call Weber. Good luck.....