The photosensitive film needs to be applied to the blank copper board before it is exposed through the artwork mask. But before that, the copper board needs to thoroughly cleaned - any skin oils or tarnished spots, and either the photosensitive layer will not adhere, or the etchant will not etch the copper protected by the oils. Both these are undesirable.
I've always cleaned copper board with a powder cleaner, like AJAX, and a scouring pad. The cleaner helps remove oils, and the scourer leaves a slightly "brushed" finish to the copper. The powder of the AJAX probably helps with that, too. Clean the board until it is uniformly bright looking. Oh, you should have cut it to the required size, before this step.
The vendor says that the film should be applied to the copper board using a hot roll laminator, but using an iron is an acceptable second option. The first trick though is separating the 3 layers of the film from each other. The photosensitive part is sandwiched between two clear protective plastic films - one of which needs to be removed before the photosensitive part is applied to the copper.
At first, I didn't believe the protective layers were there - they are difficult to separate, and even harder to see. The suggested method of getting them apart is to use a piece of adhesive tape to stick to the protective layers, then peeling them back. This does work, eventually, and you can pull back one of the protective layers.
Once one of the layers is removed, apply the film (unprotected side to the copper) from one end and work the film along with your fingers to ensure there are no air bubbles. Don't worry about working a dark room to do this - the film is not that sensitive. Conversely though, don't do it in direct sunlight.
When you're convinced there are no air bubbles, it's time for a press with the iron. Recommended temperature is 130°C, and maybe obviously, don't use steam! Also, don't use the ironing board as a base, as you want to apply a fair amount of pressure with the heat, and ironing boards aren't generally that firm. A flat piece of wood, like a wooden chopping board on a sturdy table is ideal. Place the board, copper and film side up, on the board, then a layer or two of paper, then apply the iron and press down for about 10 seconds.
That's it. The board now has the photosensitive film bonded to it, and the clear protective layer should still be attached to the top. Keep it somewhere dark and leave the protective layer in place until you're ready to expose the board.