As you can see here, the film is embedded in a pair
of transparent panels.
For this you may use two thin pieces of plexiglass or plastic.
Place the lamp film between the two transparent planes and
mount the entire sandwich just above the LEDs, using spacers,
bolts and nuts. You may use a transparent film (e.g.
an overhead sheet) for this, or polyester paper. The latter
has the advantage that it's slightly diffuse, which improves
Enigma-E kits from serial number 60 onwards are supplied
with a suitable lamp film based on diffuse polyester paper.
If you have a kit without this film, you may download a PDF
file with a suitable design below and print the film yourself.