All of our saddles are compensated - which means they have an adjustment under the second string to "compensate" for the change in string diameter from the wound strings and the non-wound strings. (strings 3-6 have a wire core and another wire wrapped around it so that they're thicker, whereas strings 1 and 2 are just two thin wires)
If your saddle falls out and you need to place it back, simply put it back in place with the compensating "notch" under the second string. The second string is the B string, or second highest-pitch string using standard EADGBE tuning.
Usually a saddle height is taller towards the bass strings and lower towards the treble strings - so if you incorrectly put the saddle in, you'll likely find that the string hight is too low in the bass strings and too high in the treble strings. See pictures below: