The French burner has the particularity of retaining the glass in its "gallery". It is the latter that we unscrew when we want to light the lamp, instead of removing the glass. To install the glass on the burner, tighten or spread the claws of the gallery. Make sure the glass is securely fixed in its gallery.
Using the French burner as intended will ensure that you do not drop the glass when moving the lamp and you will avoid burning your fingers on a hot glass. To turn off your lamp, all you have to do is blow into the glass opening.