I don't think that pump is original, I've not seen one like that before anyway. Looks like it uses one screw in connector and one push on, no wonder you're confused!
I think you'd have to use a small section of metal fuel line into the screw connector, then push on your normal fuel line onto that.
Or get a more original pump that is push fit, or rebuild your old one (if it has screws around the top)
Rob Amos
Happiness is a stock VW