ATF works very well for an assembly lube but yes, the gap in the ring must be on the index or anti-rotation pin. Use the taper at the bottom of the sleeve, put the piston in such that its tilted a little and start compressing the ring 180 degrees from the gap and slowly insert the piston so your compressing the ring towards the gap. The ring gap should be the last thing that disappears.

Hope that makes sense in writing without pictures or video