This side guard was designed to prevent air flow from the fan to move sideways and flow over the print area. This cold air flow can make the print cool down and warp.
Installation is very simple.
Video can be found here:
https://youtu.be/-qFXvTFALUY
There are two versions. Choose and print the version you need.
Also, when placing the STL in the slicer, rotate the part so that it stays like the picture attached.