From memory (I had to change the blub in the alert), the speed alert unit should clip in or you have to screw it from behind. But you have to take off the dash (don't forget the to take out the two screws face down in the speedo area, and then that part of the dash should clip off). Also you might have to disconnect the HZ, AC, Rem.Dim connectors from behind those switches so that you can take it off completely. But as fitzy2005 said, make sure you have the connector.
there is no loom. first thing i looked for when i had my dash off. apart from wiring in the loom ( i think it goes to the BCM ) i've thought about getting the aftermarket one from autobarn or somewhere and once installed see if a factory display can be hooked up, if not go with the aftermarket one.
You need to get the short dash loom from a vs and either strip the wires back from the plug for the speed alert back to where they tee off and join them on to your original loom or take out your dash loom out and replace it with the vs loom with the speed alert plug.