There are several different ways. The Rubicon rails have studs that slide through the pinch weld and bolts to the frame I think. Some of the more sturdy aftermarket ones go just to the frame but require drilling and potentially tapping (threading) additional holes. Some weld on. The ACE sliders that seem popular here bolt to body mounts on the frame. Most vendors have install instructions so you can visit their page to see how a particular set mounts.
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