The inner-elbow of the T-square represents a receptacle on the modified shoe.
The screw represents the retractable post that protrudes from the stage.
Slide the screw into the very corner of the T-square's elbow, so that the head is above the square. viola! The square (and thereby the shoe and thereby the performer) are now fastened to the stage.
As an added bonus, in the linked anti-gravity lean video above, you can actually see MJ slide his feet backward at the end of the stunt to disengage his shoe from the stage.