It goes across the hinge pin in the middle of the hinge, in the same direction as the plastic channelling for the wiring, if the headlight is easy to lift or is floppy and can't hold itself up, then it's already gone (either fell out or was removed but not put back in place), it's usually black and looks like a strip of metal folded about 4 times...
I'd supply a picture, but, I can't find the clip that came off one of mine...