Threading as per image....make sure presser foot is up so top thread will properly engage in tension unit, make sure your thread is inserted in small guide on needle arm too. Your user guide should have a clear graphic of this process which is essentially the same for all machines.
As for the needle threader, once thru the last guide on the needle arm, raise needle to highest position, lower the needle threader so that the tiny hook engages the eye of the needle and place thread horizontally from L to R along the plastic arm so the tiny hook can grab thread, release threader and a small loop will form in needle, pull it clear and you are away !
If the tiny hook has been bent, a little judicious and gentle bending to re-align may be necessary, use a jewellers screwdriver or similar and please be very gentle