More Kitchen Remodeling Issues

I’m still bogged down in kitchen destruction/reconstruction. I’m installing recessed lights from Halo, and when I open the box to find the electrical connection I find they’re connected to connectors that I find a mystery. The wire to the socket is already installed in them, as is the ground (two stranded wires, one to the socket and one to the housing).

Am I supposed to use these to connect the incoming power (and perhaps outgoing, to the next light in the series, as well)? If so, how does it work? It’s just a little plastic thingie, with multiple holes to stick wire into, but no obvious places to poke to release pressure on the conducting clamp that holds the wire in place.

Or does it just grab the wire, and it’s a one-way deal?

I can’t figure it out from any on-line search. My options are to just hook it up and hope it works, or cut the existing wires and wire nut them together (which was what I’d figured I’d be doing, but if this dealie works, I’m happy to use it–I just want to know how it works).