If the rudder is like mine the line goes into the rudder in two places, one for uphaul and one for downhaul. Both go into the rudder through the edge and appear in holes through the rudder where they have a knot which holds them in the rudder. Push them on through and untie the knot.
If the rudder is the same as mine (original equipment) these lines are useless. You can neither pull the rudder up or down using these lines.
Also, if you don't push the rudder as far forward as it will go (when down), and lock it in tight, you will have severe weather helm. (a tip from the previous owner of my H26)