Hi Paul,
If you look inside the bottom of the window frame you will see there are slots for where the clips fit in. They are like little bulldog clips with a small metal tab on one side that is designed to fit into the slots. Once in place you push the narrow edge of the inner window seal into them and that is what keeps them in place. They are a very tight fit. I think that I have a couple of spares, I'll post a photo if I can find them. I'm pretty sure I got them off Ebay UK, possible AVO, who sell just about any sort of clip, screw etc for Escorts.
Cheers, Len