you can (barely) see the loops of hollow fibers inside the front of the white piece, so the water flows into that (under pressure)
on the top of the left black piece is the inlet. The white piece goes inside this with the front of the white piece against the inlet
the o ring on the white piece goes against the inside of the left black piece. The high pressure water is prevented from going to the outlet by that o ring
the high pressure water would tend to spit out the white piece, so the left, outlet, black piece prevents this
it would be tough to attach a threaded piece to the white piece such that it would stay on with high water pressure. to save an ounce or two.