i can't see your thread. Here is a generic manual.
http://www.dontai.com/wp/images/imperial-535-manual.pdf
That machine should have the thread run from the spool through the thread guides, down around the tension catching the spring, up through the take up lever and back down through thread guides to the needle. The needle should be put in with the flat side toward the machine and the needle threads from left to right. Pretty simple.