One thing that isn't mentioned here is that you put 1/2 of your leader onto the roller on your machine with 1/2 of the zipper parts on that (this stays on your rollers). The other 1/2 of the leader has the other 1/2 of the zipper (the zipper is like a jacket zipper---it comes completely apart) so when you put your backing or top on this leader by pinning or baste stitching you only have to zip the 2 parts together.
I don't use zippers, I have velcro hook on my poles and the leaders have velcro loop on my leaders and I baste stitch my backing to the leader with my machine.
Lot's of different ways of loading a quilt on your frame.