The trysail is set above the boom and the lashed main. A tack pennant will bring it to the correct height which depends on the height of the boom, but also the chosen sheeting point. Hoist the trysail in harbour with the sheet attached to the chosen sheeting point, then belay the halyard when the sheeting angle is right, and pull the luff tight with a tack pennant. Finally, permanently attach the tack pennant to the sail so that you will automatically set the sail at the correct height when using it in anger.
Setting a trysail in real storm conditions can be difficult. This is made much easier it there is a second, dedicated mast track running parallel to the mainsail track on the mast and again still easier if the trysail track comes down right to the deck. This in turn makes it possible to keep the trysail permanently bent on and stowed in its bag at the foot of the mast. This solution is good practice on any blue-water yacht that regularly sets off on long ocean passages. The bag can have drain holes in the bottom to let water run out. But this is the easiest and safest way of setting the trysail in storm conditions: put on the halyard and hoist away.
Alternatively, the trysail can be set in the mainsail track, or with parrel beads around the mast. Another option is to fix the main halyard to the gooseneck fitting of the boom and then winching this as tight as possible. The halyard will now act as a temporary stay on the aft side of the mast. The trysail can be hanked on to the halyard and hoisted with, for example, the topping lift of the boom as a new halyard. This setup saves feeding the luff of the trysail into the mast groove.
Finally, the trysail also is a very useful emergency back-up, should either the mainsail or the boom be damaged or broken in mid-ocean.