Yes, just the two screws with rubber bushings hold it in. It is a friction-fit. The belt tension will hold it in place when in use.
If the roll is loose, then the rubber bushings could be worn, missing, or deteriorated. A small piece of automotive hose may work, or you could get new screws with bushings from your Kirby supplier.
After attaching the belt, adjust the screws so about 1/8" of the bristles protrude.
BTW, I would use small dabs of wheel bearing or lithium grease on the bearings since they are high-load areas. Gun oil is much too thin for this application.