So I am putting the new wiring kit together to form the new plug. I see that there are some metal clips that came with the kit. I am not sure where those metal clips go. I was able to put the new plug together without those metal clips. Did I do something wrong?

Here's the picture of the metal clips. Where do those go?

They don't "go" anywhere. If you want, I don't recommend it, they can be used as clamps when you splice the old and new wires together. Better to use rosin core solder with quality electricians tape or marine grade butt connectors with heat shrink tubing; I used the latter.

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Sold to LOST member my 05 Ltd, GDE Stg II turbo + TCM tune, SunCoast TC w. Transgo kit, Steiger window regulators, Samcos, Fumoto valve, 2nd gen filter head with Lub. Spec. bleeder, Hayden clutch & 11 blade fan, inverted spare, P-1 battery, BF Goodrich Long Trail TAs, Etecno1 glow plugs, timing belt at 50K miles/8 yrs

Ahh ok. Thanks for your help.