On my TLA-12 build I put it between the E & A pairs to between the B & E pairs. This gives a good break angle to the pairs of A, D, G and B while the two E pairs already have a good angle due being so close to the nut.
I fitted it after the guitar was fully strung as I didn't want the two screws fouling against any of the strings.
The choice of position is entirely up to you. The only reason the bar is there is to eliminate that 'Sitar buzz' sound from some strings that may occur when there is poor string pressure against the nut with the strings at full tension. On my TLA-12 build it was only the 2nd G string (the thin one) that buzz'd...