Preperation for using the milling machine.
^^ on the left: the tool clamp which holds the drill part in place. For selecting the right size, you want the tightest fit possible while also being loose enough to remove the drill part by hand.
on the right: the chuck which holds the told and clamp in the machine.
^^ inserting the clamping tool into the chuck. All the clamping pieces pop into place in the chuck no matter what the tool size is.
^^ the drill part inserted into the clamp which is inserted into the chuck. This is then screwed onto the rotating part of the machine and tightened with a spanner.