How does a glass shade attach to this pendant fixture?

There fitting for the light bulb has threads internally that the bulb screws into, and threads on the outside that a hand-tightening nut screws onto. The nut is removed so the globe can be fitted over the fixture, then the nut is replaced to hold the globe in place. The nut must be in place before the bulb is installed.

The socket is threaded and comes with a ring that attaches the glass to the pendant. The glass that is designed to fit on this pendant are sold at Lowe's in the Mix and Match pendant bay.

At Lowes website you can search for "mini pendant shade" or in the store the shades are next to the base units. Not sure if they are unique to the fitters.