There is a spring loaded ball on the inside of the switch assembly. There is also a screw like slot where this spring loaded ball is, loosen this screw.
This is NOT the headlight knob push pin.
Also be sure the lock barrel fits in the correct slot.
Make sure the key in in the barrel when inserting it into the switch assembly.
Originally there was a wire basket type clip that held the switch assembly to the dash. It didn't hold well, was tough to get to, and often shorted across the contacts.
I use a hose clamp. It holds better, is easier to tighten, and can not short out across the contacts unless the whole thing is about to fall out of the dash.
I just made one out of 2 this past weekend, so I am fresh on how it all goes together.
Frank
The BETTER, not BIGGER Healey