WARNING: This page is about a different car, the 2004 Pontiac Grand Am and 2004 Oldsmobile Alero. However, it is still accessible from the selected car via links, so may be relevant.
Fig 1: View Of Sunroof Control Switch & Connector
Courtesy of GENERAL MOTORS CORP.
Connect the connector (2) to the sunroof control switch (1).
Rotate the sunroof control switch into the headliner and press to engage the clips.