On my '60 W128 Ponton, A similar plastic guide is screwed to the chrome glass frame. I realize the W111 model doesn't have the frame around the glass. But yes, that guide is meant to slide with the glass and glass carrier inside the channel. I haven't taken the window mechanism apart on my '68 W111 so not exactly sure how it is fastened.
My guess is you will have to take the assembly out in order to install that guide. Would be a good time to replace worn guides and clean and lube the entire mechanism. It seems ominous, But if you take detailed notes about the positions and adjustments of all attaching points, it should go back together about the same as it is now.
Good luck.